Lecture 13 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, continues his lecture on geometric problems for the course, Convex Optimization I (EE 364A).

Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering. Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.

Complete Playlist for the Course:
http://www.youtube.com/view_play_list?p=3940DD956CDF0622

EE 364A Course Website:
http://www.stanford.edu/class/ee364

Stanford University:
http://www.stanford.edu/

Stanford University Channel on YouTube:
http://www.youtube.com/stanford/

Category:

Education

Tags:

• science
• electrical
• engineering
• technology
• convex
• optimization
• Euclidean
• distance
• Lagrange
• dual
• separation
• quadratic
• floating-point
• operation
• matrix
• LU
• factorization

[daweiatwork]

The big picutre the professor mentions at 39' is very intuitive for beginners ! clarisfies the whole ideas! good job Prof. Boyd !

[trickyoutrickme]

@kakhakaladzemilan Also, I hadnt watched before replying, but he hadnt said that at all. He just said you will have to worry about a LOT of little details, and actually be able to code your own stuff IF you are on those fields, because the number of variables are so big, that the generic open source (or not) code and algorithms wont work.. this is actually a compliment! =) (actually i didnt finished watching this yet, but I suppose you are talking about 36:00)

[trickyoutrickme]

@kakhakaladzemilan You have no sense of humor... he actually made fun of his field in other occasions too. (BTW, I dont know him, Im not even in the same country, I just watched the lectures, and I find him quite funny AND a very good professor)

[kakhakaladzemilan]

allright2, I know Matlab calls LAPACK, he shouldn't have repeated it over and over again ! Also, his field is the best, other fields are either ridiculous or just plain stupid! Such arrogance !!!!