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Lecture 8 | Convex Optimization I (Stanford)

Professor of Electrical Engineering

1:16:30·2008·graduate level

This lecture, part of Stanford's EE364A series, introduces the fundamental concepts of duality in convex optimization, exploring its theoretical underpinnings and practical applications within electrical engineering.

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on duality in the realm of electrical engineering and how it is utilized in 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.

Seminar notes & discussion

No public seminar notes on this lecture yet.