About
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. Interiorpoint methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
Prerequisites: *Good knowledge of linear algebra. *Exposure to numerical computing, optimization, and application fields helpful but not required; the engineering applications will be kept basic and simple.
Course Homepage: [[http://see.stanford.edu/see/courseinfo.aspx?coll=2db7ced4-39d1-4fdb-90e8-364129597c87]]
Course features at Stanford Engineering Everywhere page: *Convex Optimization I *Lectures *Syllabus *Handouts *Assignments *Exams *Software
Videos

Lecture 18: Logarithmic Barrier
Aug 17, 2010
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2948 views

Lecture 6: (Generalized) Linear-Fractional Program
Aug 17, 2010
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4570 views

Lecture 16: Continue On Unconstrained Minimization
Aug 17, 2010
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2489 views

Lecture 1: Introduction to Convex Optimization I
Aug 17, 2010
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14837 views

Lecture 13: Linear Discrimination (Cont.)
Aug 17, 2010
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3018 views

Lecture 15: Algorithm Section Of The Course
Aug 17, 2010
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3127 views

Lecture 10: Applications Section Of The Course
Aug 17, 2010
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3141 views

Lecture 3: Logistics
Aug 17, 2010
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5365 views

Lecture 12: Continue On Experiment Design
Aug 17, 2010
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3933 views

Lecture 14: LU Factorization (Cont.)
Aug 17, 2010
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3569 views

Lecture 8: Lagrangian
Aug 17, 2010
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5555 views

Lecture 2: Guest Lecturer: Jacob Mattingley
Aug 17, 2010
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5201 views

Lecture 9: Complementary Slackness
Aug 17, 2010
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3917 views

Lecture 19: Interior-Point Methods (Cont.)
Aug 17, 2010
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3267 views

Lecture 5: Optimal And Locally Optimal Points
Aug 17, 2010
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3709 views

Lecture 4: Vector Composition
Aug 17, 2010
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3662 views

Lecture 17: Newton's Method (Cont.)
Aug 17, 2010
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3066 views

Lecture 7: Generalized Inequality Constraints
Aug 17, 2010
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5205 views

Lecture 11: Statistical Estimation
Aug 17, 2010
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7348 views