Mathematical Optimization & Why Convexity Is the Watershed
1:20:32Stanford EE364a Lecture 2: Affine Sets, Convex Sets, Cones & Hyperplanes
1:16:51Stanford EE364a Lecture 3: Convex Functions — First/Second-Order Conditions & Epigraphs
1:17:14Stanford EE364a Lecture 4: Convex Optimization Problems — LP, QP, SOCP & SDP
1:13:38Stanford EE364a Lecture 5: The Lagrangian, Dual Function & Slater's Condition
1:16:10Stanford EE364a Lecture 6: Saddle-Point Interpretation, KKT Conditions & Perturbation
1:09:19Lecture 7 | Convex Optimization I
1:14:37Lecture 8 | Convex Optimization I (Stanford)
1:16:30Lecture 9: Duality Theory (EE364a)
1:16:36Lecture 10: Approximation and Fitting (EE364a)
1:17:55Lecture 11: Statistical Estimation (EE364a)
1:17:03Lecture 12: Geometric Problems (EE364a)
1:16:05Lecture 13: Geometric Problems Continued (EE364a)
1:15:17Lecture 14: Numerical Linear Algebra Background (EE364a)
1:10:12Lecture 15: Unconstrained Minimization (EE364a)
1:16:45Lecture 16: Equality Constrained Minimization (EE364a)
1:13:59Lecture 17: Equality Constrained Minimization Continued (EE364a)
1:19:25Lecture 18: Interior-Point Methods (EE364a)
1:16:53Lecture 19: Advanced Topics and Applications (EE364a)
1:15:02Lecture 1: Subgradients (EE364B)
1:01:37Lecture 2: Subgradients Continued (EE364B)
1:07:27Lecture 3: Subgradient Methods (EE364B)
1:14:45Lecture 17: Equality Constrained Minimization Continued (EE364a)
Continuing from the previous lecture, this session delves deeper into advanced techniques and complex scenarios involving equality-constrained minimization. It examines algorithmic refinements and specific engineering applications.
Professor Stephen Boyd, of the Stanford University Electrical Engineering department, continues his lecture on equality constrained minimization 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.
Lecture 16: Equality Constrained Minimization (EE364a)
Next · Lecture 18Lecture 18: Interior-Point Methods (EE364a)
Seminar notes & discussion
No public seminar notes on this lecture yet.
