Lecture 2 | Convex Optimization I (Stanford)

Guest Lecturer Jacob Mattingley covers convex sets and their applications in electrical engineering and beyond 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
• convex
• optimization
• vector
• dual
• cone
• hyperplane
• Euclidean
• ball
• ellipsoid
• polyhedra
• semidefinite
• linear-fractional
• function

[DoumDoum83]

Excellent lecture. Very clear. Thank you!

[nikhila01]

Jacob's one of the TAs for the course, and one of Prof. Boyd's PhD students. That's why he's using Prof. Boyd's material.

[xbuchtak]

@kazvah

If you turn on the speech recognition, the transcriber has some problems with this, e.g. "half spaces are convicts" :-)

Nevertheless a great lecture by Jacob

[kazvah]

Quick Dictionary:

if = f

iss = s

ix = x

effine = affine

sit = set

projiction = projection

convix = convex

[grunder20]

Optimistic discussion. Hoping for more.

[CuCuPaPa]

he is so hot

[MrTroywoo]

At 46:40, the figure on the right is definitely wrong.

Actually x1+x2+1=0 is a line not at infinity (the dotted line in the left figure) but mapped to the line at infinity (which should not be visible in the right figure.

The horizon line in a perspectively correct drawing is actually the line at "infinity", but perspectively transformed away from the infinity so that it can be drawn at all.