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Convex Optimization

Defined in 3 lectures. Each definition is in that lecture's terms.

Definitions are written by AI from each lecture’s transcript. The time opens the lecture where the lecturer explains it.

  • A subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets.
  • An optimization problem where both the objective function and the feasible region are convex, meaning any local minimum is guaranteed to be a global minimum.
    10:00Convexity 101Steve Brunton · University of Washington
  • Convex optimization involves objective functions with positive curvature shaped like bowls where any local minimum is also a global minimum.
    8:19The Anatomy of an Optimization ProblemSteve Brunton · University of Washington

Lectures that build on it