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= CVX Research

~~~
{}{img_left}{head2.png}{Michael}{90px}{120px}
*Michael C. Grant, Ph.D.*\n
d\/b\/a CVX Research\n
1104 Claire Ave.\n
Austin, TX 78703-2502\n
V: (650) 323-1925\n
F: (650) 323-1926\n
mcg@cvxr.com
~~~

== 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 [http://www.stanford.edu/~boyd/cvx CVX] (see below)

My areas of interest include:
- Convex optimization
-- Modeling methodologies, automated transformations: see [http://www.stanford.edu/~boyd/cvx CVX]
-- [http://dsp.rice.edu/cs Compressive sampling] algorithms and applications
-- 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

[http://www.stanford.edu/~boyd/cvx CVX] is a popular modeling framework for 
[dcp.html 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.

[http://www.stanford.edu/~boyd/cvx 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, [http://www.utexas.edu The University of Texas at Austin]\n
Department of [http://www.me.utexas.edu/ Mechanical Engineering]\n
[http://www.me.utexas.edu/areas/orie/ Operations Research and Industrial Engineering]\n
Course: Nonlinear Programming (focus: convex optimization)

Staff Scientist, [http://www.caltech.edu California Institute of Technology]\n
Department of [http://www.acm.caltech.edu Applied and Computational Mathematics]\n
Division of [http://www.eas.caltech.edu/ Engineering and Applied Science]\n
Advisor: [http://www.acm.caltech.edu/%7Eemmanuel/ Emmanuel Cand{{è}}s]\n
Project: GPU acceleration of compressed sensing for wireless applications

Chief Engineer, [http://www.cardinalopt.com Cardinal Optimization Inc.]\n
Project: Rapid localization of large-scale ad-hoc sensor networks

Other projects subject to NDA.