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 5: Optimal And Locally Optimal Points
Aug 17, 2010
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3707 views

Lecture 16: Continue On Unconstrained Minimization
Aug 17, 2010
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2483 views

Lecture 4: Vector Composition
Aug 17, 2010
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3658 views

Lecture 3: Logistics
Aug 17, 2010
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5360 views

Lecture 19: Interior-Point Methods (Cont.)
Aug 17, 2010
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3265 views

Lecture 9: Complementary Slackness
Aug 17, 2010
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3909 views

Lecture 10: Applications Section Of The Course
Aug 17, 2010
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3135 views

Lecture 2: Guest Lecturer: Jacob Mattingley
Aug 17, 2010
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5197 views

Lecture 8: Lagrangian
Aug 17, 2010
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5552 views

Lecture 6: (Generalized) Linear-Fractional Program
Aug 17, 2010
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4564 views

Lecture 17: Newton's Method (Cont.)
Aug 17, 2010
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3060 views

Lecture 13: Linear Discrimination (Cont.)
Aug 17, 2010
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3016 views

Lecture 14: LU Factorization (Cont.)
Aug 17, 2010
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3558 views

Lecture 12: Continue On Experiment Design
Aug 17, 2010
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3928 views

Lecture 15: Algorithm Section Of The Course
Aug 17, 2010
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3122 views

Lecture 1: Introduction to Convex Optimization I
Aug 17, 2010
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14826 views

Lecture 18: Logarithmic Barrier
Aug 17, 2010
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2942 views

Lecture 7: Generalized Inequality Constraints
Aug 17, 2010
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5201 views

Lecture 11: Statistical Estimation
Aug 17, 2010
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7346 views