Electrical and Computer Engineering
Lieven Vandenberghe
Professor
- 66-147L Engineering IV
- vandenbe@ucla.edu
- (310) 206-1259
Faculty Information
Research and Interests
Engineering optimization, system theory and control, signal processing, machine learning
Notable Publications and Books
- S. Boyd, L. Vandenberghe, “Convex Optimization,” Cambridge University Press, 2004
- L. Vandenberghe, S. Boyd, “Semi definite programming,” SIAM Review 38 (1), 49-95, 1996.
- Z. Liu, L. Vandenberghe, “Interior-point method for nuclear norm approximation with application to system identification” SIAM Journal on Matrix Analysis and Applications 31(3), 1235-1256, 2009.
- V. Balakrishnan, L. Vandenberghe, “Semidefinite programming duality and linear time-invariant systems,” IEEE Transactions on Automatic Control, 48 (1), 30-41, 2003.
- B. Alkire, L. Vandenberghe, “Convex optimization problems involving finite autocorrelation sequences,” Mathematical Programming 93 (3), 331-359, 2002.
- J. Dahl, L. Vandenberghe, V. Roychowdhury, “Covariance selection for nonchordal graphs via chordal embedding,” Optimization Methods & Software 23 (4), 501-520, 2008.
- L Vandenberghe, S Boyd, K Comanor, “Generalized Chebyshev bounds via semidefinite programming,” SIAM Review 49 (1), 52-64, 2007.
- T. Roh, L. Vandenberghe, “Discrete transforms, semidefinite programming, and sum-of-squares representations of nonnegative polynomials,” SIAM Journal on Optimization 16 (4), 939-964, 2006.
- M. S. Andersen, J. Dahl, L. Vandenberghe, “Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones,” Mathematical Programming Computation 2 (3-4), 167-201, 2010.
- J. Songsiri, L. Vandenberghe, “Topology selection in graphical models of autoregressive processes,” The Journal of Machine Learning Research 11, 2671-2705, 2010.
Awards and Recognition
- 2002, TRW Excellence in Teaching Award, UCLA School of Engineering and Applied Science
- 1993, Robert Stock PhD Award for Exact and Biomedical Sciences at K.U. Leuven
- 1990, Guillemin Cauer Best Paper Award, IEEE Circuits and Systems of Society