Stanford Engineering Everywhere EE364A - Convex Optimization I

Stanford Engineering Everywhere EE364A - Convex Optimization I

19 Videos · Jan 1, 2008

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

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01:16:09

Lecture 5: Optimal And Locally Optimal Points

Stephen P. Boyd

Aug 17, 2010

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3707 views

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01:13:58

Lecture 16: Continue On Unconstrained Minimization

Aug 17, 2010

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2483 views

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01:13:37

Lecture 4: Vector Composition

Stephen P. Boyd

Aug 17, 2010

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3658 views

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01:17:13

Lecture 3: Logistics

Stephen P. Boyd

Aug 17, 2010

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5360 views

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01:15:01

Lecture 19: Interior-Point Methods (Cont.)

Stephen P. Boyd

Aug 17, 2010

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3265 views

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01:16:35

Lecture 9: Complementary Slackness

Stephen P. Boyd

Aug 17, 2010

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3909 views

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01:17:54

Lecture 10: Applications Section Of The Course

Stephen P. Boyd

Aug 17, 2010

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3135 views

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01:16:51

Lecture 2: Guest Lecturer: Jacob Mattingley

Jacob Mattingley

Aug 17, 2010

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5197 views

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01:16:29

Lecture 8: Lagrangian

Stephen P. Boyd

Aug 17, 2010

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5552 views

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01:09:19

Lecture 6: (Generalized) Linear-Fractional Program

Stephen P. Boyd

Aug 17, 2010

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4564 views

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01:19:24

Lecture 17: Newton's Method (Cont.)

Stephen P. Boyd

Aug 17, 2010

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3060 views

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01:15:16

Lecture 13: Linear Discrimination (Cont.)

Stephen P. Boyd

Aug 17, 2010

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3016 views

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01:10:11

Lecture 14: LU Factorization (Cont.)

Stephen P. Boyd

Aug 17, 2010

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3558 views

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01:16:04

Lecture 12: Continue On Experiment Design

Stephen P. Boyd

Aug 17, 2010

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3928 views

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01:16:44

Lecture 15: Algorithm Section Of The Course

Stephen P. Boyd

Aug 17, 2010

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3122 views

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01:20:32

Lecture 1: Introduction to Convex Optimization I

Stephen P. Boyd

Aug 17, 2010

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14826 views

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01:16:52

Lecture 18: Logarithmic Barrier

Stephen P. Boyd

Aug 17, 2010

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2942 views

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01:14:37

Lecture 7: Generalized Inequality Constraints

Stephen P. Boyd

Aug 17, 2010

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5201 views

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01:17:02

Lecture 11: Statistical Estimation

Stephen P. Boyd

Aug 17, 2010

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7346 views