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Lecture 14 Convex Optimization I Stanford


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    		Views: (724)   Date: (17-06-10)   Time: (01:10:12)

  • Description: Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives a background lecture of numerical linear algebra for the course, Convex Optimization I (EE 364A). Convex Optimization I 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. Interior-point methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering. Complete Playlist for the Course: www.youtube.com EE 364A Course Website: www.stanford.edu Stanford University: www.stanford.edu Stanford University Channel on YouTube: www.youtube.com

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