Laurent El Ghaoui

Professor, EECS and IEOR Departments Berkeley Center for New Media Coleman Fung Risk Management Research Center UC Berkeley Office hours, Summer-Fall 2009: I am on sabbatical leave until January 2010.

Research interests

• Robust optimization.

• Machine learning and statistics, with emphasis on sparsity issues.

• Statistical analysis of online news.

Selected recent publications

• A. Bental, L. El Ghaoui, A. Nemirovski. Robust Optimization.

• G. Calafiore, L. El Ghaoui, U. Topcu. Parameter Estimation with Expected and Residual-at-Risk Criteria.

• A. d’Aspremont, L. El Ghaoui, M. Jordan, and G. Lanckriet. A Direct Formulation of Sparse PCA using Semidefinite Programming.

Contact

• Internet: elghaoui at berkeley dot edu.

• Address: 402 Cory Hall, Berkeley CA 94720-1770. Directions to my office.

• Office/Fax: (510) 643-8351.

• Administrative assistant: Diane Huong.