Convex Optimization

author: Lieven Vandenberghe, Electrical Engineering Department, University of California, Los Angeles, UCLA
published: Aug. 26, 2007,   recorded: August 2007,   views: 41211


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Part 1 48:42
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Part 2 48:10
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Part 3 45:24


The lectures will provide an introduction to the theory and applications of convex optimization.

The emphasis will be on results useful for convex modeling, i.e., recognizing and formulating convex optimization problems in practice.
- The first lecture will introduce some of the fundamental theory of convex sets and functions.
- In lecture 2 we will discuss general properties of convex optimization problems and define important standard classes (linear and quadratic programming, second-order cone programming, semidefinite programming) and their applications.
- In lecture 3 the material will be illustrated with various examples.

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