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Lecture 1 | Convex Optimization I (Stanford)

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Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives the introductory lecture 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.Complete Playlist for the Course: http://www.youtube.com/view_pl... 364A Course Website: http://www.stanford.edu/class/... University: http://www.stanford.edu/Stanfo... University Channel on YouTube: http://www.youtube.com/stanfor...

Channel: Education
Uploaded: November 30, 1999 at 12:00 am
Author: StanfordUniversity

Length: 20:33
Rating: 4.9085712
Views: 92099

Tags: science electrical engineering technology convex optimization least squares constraint function portfolio circuit data fitting ellipsoid control signal processing

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