Laurent El Ghaoui

Title
Professor of Electrical Engineering
Department
Division of Electrical Engineering/EECS
Phone
(510) 643-8351
Research Expertise and Interest
decision-making under uncertainty, convex optimization, robust solutions, semidefinite programming, exhaustive simulation
Research Description

I am interested in decision-making under uncertainty, with applications ranging from microelectromechanical systems (MEMS) design, wireless communications, to finance. I am developing theory and approximation algorithms, based on convex optimization, to compute so-called robust solutions to decision problems involving uncertainty. The main tool used here is a recent technique for nonlinear, convex optimization called semidefinite programming. One of the applications of this technique is exhaustive simulation and identification for dynamical systems involving uncertain (unknown-but-bounded) parametric uncertainty.

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