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Workshop on Convex and Real-time Optimization


In the last almost two decades many interesting solutions to problems within electrical engineering have been proposed as convex optimization problems. Further, some convex and general non-linear optimization formulations are intended for application that imposes soft or hard real-time constraints on the processing time, sometimes called embedded optimization. Such constraints poses additional challenges for the range of optimization problems that can be solved, choice of algorithms, hardware etc. The aim of this workshop is twofold: 1) presenting challenges, solutions and problem formulations within the intersection of convex optimization and the application area of electrical engineering 2) address the challenges and propose solutions within real-time optimization. 


Invited speakers:

  • Prof. Lieven Vandenberghe, UCLA, US
  • Prof. Moritz Diehl, University of Freiburg, Germany
  • Prof. Anders Hansson, Linköping University, Sweden


Call for Participations:

Registration deadline has passed.


General information:

  • Participation in the workshop is free of charge (funded by the The Danish Council for Independent Research | Technology and Production Sciences).
  • Date: August 22-23, 2016.



  • Aalborg University, Denmark : Fredrik Bajers Vej 7, 9220 Aalborg Ø, room A4-106 (Google maps)

  • With buses: take 2x or 12 from downtown (2x means a bus like 2, or 2B or 2F). Get of at Mejrupstien (there is a screen in the bus telling the name of the stops). The busride should be about 20min.

Schedule (tentative) - coffee & Lunch is provided :

  Monday, August 22 Tuesday, August 23

Lieven Vandenberghe, UCLA

"Inexact proximal Newton methods and self-concordant functions"

Moritz Diehl, University of Freiburg

"Nonlinear Optimal Control for Embedded Applications"


Erling Andersen, Mosek

"Recent Advances in Mosek"

John Bagterp Jørgensen, Techincal University of Denmark

"Convex and Real-Time Optimization for Model Predictive Control in an Embedded Cyber-Medical System"

10.45-11.15 Coffee break Coffee break

Martin Skovgaard Andersen, Technical University of Denmark

"A Convex Model for Tomographic Imaging with Uncertain Flat-Fields"

Gianluca Frison, Technical University of Denmark and University of Freiburg

"High-performance linear algebra for embedded optimization and its use in the HPMPC solver"


Tobias Leth, Aalborg University

"LP Infeasibility - The Pursuit of Intelligent Discretization"

Panos Patrinos, KU Leuven

"A globally and superlinearly convergent algorithm for finding fixed points of nonexpansive operators"

12.45-13.45 Lunch Lunch

Anders Hansson, Linköping University

"Distributed Robustness Analysis"

Richard Heusdens, TU Delft

"Distributed Optimisation using the Primal-Dual Method of Multipliers (PDMM)"


Tobias Jensen, Aalborg University

"Multi-pitch estimation using semidefinite programming"

Jesper Kjær Nielsen, Aalborg University

"Fast methods for low dimensional non-linear least-squares optimization with application in array and spectral estimation"
15.30-16.00 Coffee break Coffee break and end of workshop

Daniele Giacobello, DTS Inc. CANCELLED

"The Role of Convex Optimization in Sparse Linear Prediction"


Organizing Committee

  • Post doc Tobias Lindstrøm Jensen
  • Prof. Søren Holdt Jensen


Post doc Tobias Lindstrøm Jensen, tlj@es.aau.dk


The International Traveling Workshop on Interactions Between Sparse Models and Technology (iTWIST) will be held in Aalborg the following three days of the cortopt workshop.

Cortopt participants may be interested to attend the iTWIST workshop as well.