Lecture 15 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on how unconstrained minimization can be used in electrical engineering and convex optimization 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: http://www.youtube.com/view_pl... EE 364A Course Website: http://www.stanford.edu/class/... Stanford University: http://www.stanford.edu/ Stanford University Channel on YouTube: http://www.youtube.com/stanfor...

Channel: Education
Uploaded: November 30, 1999 at 12:00 am
Author: stanforduniversity

Length: 16:45
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Views: 1017

Tags: algorithm  convex  criterion  descent  electrical  engineering  Euclidean  gradient  line  method  Newton  norm  optimization  phase  science  search  stopping  sublevel  technology  

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