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Michael C. Grant, Ph.D. |
Consultancy
Available for short-term and part-time contracts:
Custom algorithm design and implementation
Application-related modeling assistance
Training and short courses
Commercial support for CVX (see below)
My areas of interest include:
Convex optimization
Modeling methodologies, automated transformations: see CVX
Compressive sampling algorithms and applications
Machine learning and statistical regression models
Numerical algorithms: interior-point methods, optimal first-order methods
Applications: engineering design, scientific, financial
Fast, efficient computational algorithms
Acceleration through exploitation of problem structure
CPU, GPU, DSP, and ASIC implementations
CVX: Matlab Software for Disciplined Convex Programming
CVX is a popular modeling framework for disciplined convex programming. CVX turns Matlab into a modeling language, allowing constraints and objectives to be specified using standard Matlab expression syntax. The result is a powerful tool for the rapid prototyping of models and algorithms incorporating convex optimization.
Click here to learn more and to download a copy. As with many free open-source offerings, standard support is limited to bug fixes and simple improvements as time permits. Commercial entities should feel free to contact me for more formal support options:
Expedited and/or exclusive enhancements and interfaces
Alternative licensing arrangements
Porting CVX models to standalone applications
Current projects and affiliations
Guest lecturer, The University of Texas at Austin
Department of Mechanical Engineering
Operations Research and Industrial Engineering
Course: Nonlinear Programming (focus: convex optimization)
Staff Scientist, California Institute of Technology
Department of Applied and Computational Mathematics
Division of Engineering and Applied Science
Advisor: Emmanuel Candès
Project: GPU acceleration of compressed sensing for wireless applications
Chief Engineer, Cardinal Optimization Inc.
Project: Rapid localization of large-scale ad-hoc sensor networks
Other projects subject to NDA.