Events Calendar

Convex Optimization for Systems Science: From Control to Statistics

Speaker: Parikshit Shah, Ph.D., Wisconsin Institute of Discovery

Talk Title: Convex Optimization for Systems Science: From Control to Statistics

Abstract: Large-scale dynamic systems are becoming ubiquitous in modern science and engineering, with applications in diverse areas such as robotic teams, supply chains, and power networks. Systems science is an exciting area that deals with understanding systems and developing tools for analysis, model selection, and decision-making.
In this talk we will discuss two fundamental and challenging problems that arise in this area: (a) data-driven modeling of dynamic systems (traditionally known as system identification), and (b) decentralized decision making in the presence of limited information (also known as decentralized control). Some of the basic challenges in these problems are computational ones, which we will overcome by devising principled convex optimization based approaches. Along the way, we will establish novel connections between control and some combinatorial concepts such as partially ordered sets and Moebius inversion; and between system identification and high-dimensional statistics.


Biography: Parikshit Shah is currently a Member of Research Staff at Philips Research, New York. He has been a research associate at the University of Wisconsin (affiliated with the Wisconsin Institutes of Discovery) in 2011-2012. He received his PhD in Electrical Engineering and Computer Science from the Massachusetts Institute of Technology in June 2011. Earlier, he received a Master's degree from Stanford and a Bachelor's degree from the Indian Institute of Technology, Bombay. His research interests lie in the areas of convex optimization, control theory, system identification, and statistics. He has held the School of Engineering Fellowship at Stanford University, and a visiting appointment at the Institute for Pure and Applied Mathematics (IPAM) at UCLA

Host: Prof. Richard Leahy

Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248

Audiences: Everyone Is Invited

Contact: Talyia Veal