Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on the different problems that are included within 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.
Complete Playlist for the Course:
http://www.youtube.com/view_play_list?p=3940DD956CDF0622
EE 364A Course Website:
http://www.stanford.edu/class/ee364
Stanford University:
http://www.stanford.edu/
Stanford University Channel on YouTube:
http://www.youtube.com/stanford/
