Stanford Convex Optimization
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. Interiorpoint methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering. Created by Stanford.
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1: Convex Optimization I | Lecture 1
2: Convex Optimization I | Lecture 2
3: Convex Optimization I | Lecture 3
4: Convex Optimization I | Lecture 4
5: Convex Optimization I | Lecture 5
6: Convex Optimization I | Lecture 6
7: Convex Optimization I | Lecture 7
8: Convex Optimization I | Lecture 8
9: Convex Optimization I | Lecture 9
10: Convex Optimization I | Lecture 10
11: Convex Optimization I | Lecture 11
12: Convex Optimization I | Lecture 12
13: Convex Optimization I | Lecture 13
14: Convex Optimization I | Lecture 14
15: Convex Optimization I | Lecture 15
16: Convex Optimization I | Lecture 16
17: Convex Optimization I | Lecture 17
18: Convex Optimization I | Lecture 18
19: Convex Optimization I | Lecture 19
20: Convex Optimization II | Lecture 1
21: Convex Optimization II | Lecture 2
22: Convex Optimization II | Lecture 3
23: Convex Optimization II | Lecture 4
24: Convex Optimization II | Lecture 5
25: Convex Optimization II | Lecture 6
26: Convex Optimization II | Lecture 7
27: Convex Optimization II | Lecture 8
28: Convex Optimization II | Lecture 9
29: Convex Optimization II | Lecture 10
30: Convex Optimization II | Lecture 11
31: Convex Optimization II | Lecture 12
32: Convex Optimization II | Lecture 13
33: Convex Optimization II | Lecture 14
34: Convex Optimization II | Lecture 15
35: Convex Optimization II | Lecture 16
36: Convex Optimization II | Lecture 17
37: Convex Optimization II | Lecture 18