Lecture 11: Sequential Convex Programming

author: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
published: July 21, 2010,   recorded: April 2008,   views: 3581
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)

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The good news is that we can actually pull this off, I think, in one day. So we’re going to come back later. There’ll be several other lectures on problems that are not convex and various methods. There’s going to be a problem on reluxations. We’re going to have a whole study of L1 type methods for sparse solutions. Those will come later. But this is really our first foray outside of convex optimization. ...

See the whole transcript at Convex Optimization II - Lecture 11

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