Michael Overton
Scientific Computing Group
Broad Interests
• Optimization: convex and
nonconvex problems from many
applications
• Numerical linear algebra,
especially involving eigenvalues
• Floating point arithmetic and the
IEEE floating point standard
Current Projects
• Preconditioning techniques for semidefinite programming
(convex optimization in the space of real symmetric
matrices)
• Matrix distance problems, such as the distance from a
given matrix to the nearest matrix with multiple
eigenvalues, or the distance from a controllable matrix
pair to the nearest uncontrollable matrix pair
• Quasi-Newton methods for nonsmooth, nonconvex
optimization
• Software for H fixed-order controller design via
nonsmooth, nonconvex optimization
• Optimization of functions of the spectrum (eigenvalues)
or pseudospectrum (a more robust alternative) of
nonsymmetric matrices
• Optimization of functions of the roots of polynomials