Convex Optimization
author: Lieven Vandenberghe,
Electrical Engineering Department, University of California, Los Angeles, UCLA
published: Aug. 26, 2007, recorded: August 2007, views: 41211
published: Aug. 26, 2007, recorded: August 2007, views: 41211
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Description
The lectures will provide an introduction to the theory and applications of convex optimization.
- The emphasis will be on results useful for convex modeling, i.e., recognizing and formulating convex optimization problems in practice.
- - The first lecture will introduce some of the fundamental theory of convex sets and functions.
- - In lecture 2 we will discuss general properties of convex optimization problems and define important standard classes (linear and quadratic programming, second-order cone programming, semidefinite programming) and their applications.
- - In lecture 3 the material will be illustrated with various examples.
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Reviews and comments:
This is a very good overview video lecture.
Thanks,
-Mike
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