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Convex Functions — First/Second-Order Conditions & Epigraphs

Samsung Professor in the School of Engineering

1:17:14·2008·graduate level
Path step 3: Connects first- and second-order curvature conditions to global convexity.

Covers Jensen's inequality, Hessian positive semidefiniteness ∇²f(x) ⪰ 0, log-sum-exp, matrix-fractional functions, and pointwise supremum rules.

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on convex and concave functions for the course, Convex Optimization I (EE 364A).

Source: Stanford via YouTubeWatch on YouTube

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