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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 14: Numerical Linear Algebra Background (EE364a)

Stephen BoydStanford University

Professor

1:10:12·2008·graduate level

This lecture provides essential background in numerical linear algebra, laying the groundwork for understanding the computational aspects of convex optimization. Key concepts like matrix factorizations and iterative solvers are reviewed.

MathematicsEngineeringConvex OptimizationLinear AlgebraSignal Processing & RoboticsMatrix Operations

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.

Previous · Lecture 13

Lecture 13: Geometric Problems Continued (EE364a)

Next · Lecture 15

Lecture 15: Unconstrained Minimization (EE364a)

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