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Stanford EE364a: Convex Optimization I →0/22
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Mathematical Optimization & Why Convexity Is the Watershed

1:20:32
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Stanford EE364a Lecture 2: Affine Sets, Convex Sets, Cones & Hyperplanes

1:16:51
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Stanford EE364a Lecture 3: Convex Functions — First/Second-Order Conditions & Epigraphs

1:17:14
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Stanford EE364a Lecture 4: Convex Optimization Problems — LP, QP, SOCP & SDP

1:13:38
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Stanford EE364a Lecture 5: The Lagrangian, Dual Function & Slater's Condition

1:16:10
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Stanford EE364a Lecture 6: Saddle-Point Interpretation, KKT Conditions & Perturbation

1:09:19
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Lecture 7 | Convex Optimization I

1:14:37
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Lecture 8 | Convex Optimization I (Stanford)

1:16:30
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Lecture 9: Duality Theory (EE364a)

1:16:36
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Lecture 10: Approximation and Fitting (EE364a)

1:17:55
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Lecture 11: Statistical Estimation (EE364a)

1:17:03
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Lecture 12: Geometric Problems (EE364a)

1:16:05
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Lecture 13: Geometric Problems Continued (EE364a)

1:15:17
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Lecture 14: Numerical Linear Algebra Background (EE364a)

1:10:12
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Lecture 15: Unconstrained Minimization (EE364a)

1:16:45
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Lecture 16: Equality Constrained Minimization (EE364a)

1:13:59
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Lecture 17: Equality Constrained Minimization Continued (EE364a)

1:19:25
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Lecture 18: Interior-Point Methods (EE364a)

1:16:53
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Lecture 19: Advanced Topics and Applications (EE364a)

1:15:02
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Lecture 1: Subgradients (EE364B)

1:01:37
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Lecture 2: Subgradients Continued (EE364B)

1:07:27
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Lecture 3: Subgradient Methods (EE364B)

1:14:45

Lecture 10: Approximation and Fitting (EE364a)

Stephen BoydStanford University

Professor

1:17:55·2008·graduate level

The session explores methods for approximation and fitting data using convex optimization, including least-squares, linear, and quadratic programs. Focus is placed on formulating these problems to achieve optimal curve fitting and model estimation.

EngineeringConvex OptimizationSignal Processing & RoboticsApproximation TheoryData Fitting

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on approximation and fitting within 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.

Previous · Lecture 9

Lecture 9: Duality Theory (EE364a)

Next · Lecture 11

Lecture 11: Statistical Estimation (EE364a)

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