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Published on Jul 8, 2008
Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on how unconstrained minimization can be used in electrical engineering and convex optimization 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.