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
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Uploaded videos:
Lecture 1: Introduction to Convex Optimization I
Aug 17, 2010
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14807 Views
Lecture 2: Guest Lecturer: Jacob Mattingley
Aug 17, 2010
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5190 Views
Lecture 3: Logistics
Aug 17, 2010
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5357 Views
Lecture 4: Vector Composition
Aug 17, 2010
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3651 Views
Lecture 5: Optimal And Locally Optimal Points
Aug 17, 2010
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3702 Views
Lecture 6: (Generalized) Linear-Fractional Program
Aug 17, 2010
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4559 Views
Lecture 7: Generalized Inequality Constraints
Aug 17, 2010
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5196 Views
Lecture 8: Lagrangian
Aug 17, 2010
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5548 Views
Lecture 9: Complementary Slackness
Aug 17, 2010
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3904 Views
Lecture 10: Applications Section Of The Course
Aug 17, 2010
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3131 Views
Lecture 11: Statistical Estimation
Aug 17, 2010
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7341 Views
Lecture 12: Continue On Experiment Design
Aug 17, 2010
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3921 Views
Lecture 13: Linear Discrimination (Cont.)
Aug 17, 2010
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3012 Views
Lecture 14: LU Factorization (Cont.)
Aug 17, 2010
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3551 Views
Lecture 15: Algorithm Section Of The Course
Aug 17, 2010
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3116 Views
Lecture 16: Continue On Unconstrained Minimization
Aug 17, 2010
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2479 Views
Lecture 17: Newton's Method (Cont.)
Aug 17, 2010
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3056 Views
Lecture 18: Logarithmic Barrier
Aug 17, 2010
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2937 Views
Lecture 19: Interior-Point Methods (Cont.)
Aug 17, 2010
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3260 Views