Stanford University training: Convex Optimization (EE364A)

17th
DEC

Posted by upa_kid under Science & Engineering, Video Training

Lectures on convex optimization.
1. Convex Optimization I Lecture 1
science, electrical, engineering, technology, convex, optimization, least, squares, constraint, function, portfolio, circuit, data, fitting, ellipsoid, control, signal, processing

2. Convex Optimization I Lecture 2
science, electrical, engineering, convex, optimization, vector, dual, cone, hyperplane, Euclidean, ball, ellipsoid, polyhedra, semidefinite, linear-fractional, function

3. Convex Optimization I Lecture 3
science, electrical, engineering, technology, convex, optimization, affine, eigenvalue, extended-value, extension, quadratic, function, epigraph, Jensen, inequality

4. Convex Optimization I Lecture 4
science, electrical, engineering, technology, convex, optimization, scalar, vector, Schur, complement, logarithm, quadratic, IRR, Jensen, inequality, Gaussian, integration, property, yield function

5. Convex Optimization I Lecture 5
science, electrical, engineering, technology, convex, optimization, variable, feasibility, linear, program, epigraph, Chebyshev, center, bisection, method, minimization

6. Convex Optimization I Lecture 6
science, electrical, engineering, technology, convex, optimization, Chebyshev, center, polyhedron, linear, fractional, program, Von Neumann, QCQP, SOCP, spectral, radius, matrix

7. Convex Optimization I Lecture 7
science, electrical, engineering, technology, convex, optimization, generalized, inequality, constraints, minimization, risk, return, eigenvalue, linear, matrix, Pareto, optimal

8. Convex Optimization I Lecture 8
science, electrical, engineering, technology, convex, optimization, least-norm, affine, minimization, two-way, partitioning, Slater’s constraint, qualification, complementary, slackness, epigraph

9. Convex Optimization I Lecture 9
science, electrical, engineering, technology, convex, optimization, complementary, slackness, Karush, Kuhn, Tucker, conditions, KKT, Lagrangian, Slater’s, condition, perturbed, sensitivity

10. Convex Optimization I Lecture 10
science, electrical, engineering, technology, convex, optimization, estimation, approximation, norm, least-squares, Chebyshev, Huber, penalty, function, Tikhonov, regularization, linear, dynamical, system

11. Convex Optimization I Lecture 11
science, electrical, engineering, technology, convex, optimization, parametric, distribution, estimation, Gaussian, Laplacian, detection, probability, hypothesis, testing, least, squares

12. Convex Optimization I Lecture 12
science, electrical, engineering, technology, convex, optimization, vector, dual, complementary, slackness, Lowner-John, ellipsoid, maximum, minimum, volume, linear, programming

13. Convex Optimization I Lecture 13
science, electrical, engineering, technology, convex, optimization, Euclidean, distance, Lagrange, dual, separation, quadratic, floating-point, operation, matrix, LU factorization

14. Convex Optimization I Lecture 14
science, electrical, engineering, technology, convex, optimization, LU factorization, Cholesky, LDL, flop count, floating, point, operation, matrix, inversion, lemma, research

15. Convex Optimization I Lecture 15
science, electrical, engineering, technology, convex, optimization, algorithm, sublevel, stopping criterion, gradient, descent, method, line search, Euclidean, norm, Newton, phase

16. Convex Optimization I Lecture 16
science, electrical, engineering, technology, convex, optimization, Nesterov, Nemirovski, self-concordance, convergence, Cholesky, factorization, stopping, criterion, Newton system

17. Convex Optimization I Lecture 17
science, electrical, engineering, technology, convex, optimization, Newton method, block elimination, feasible, descent, KKT, LDL factorization, network, flow, matrix, logarithmic barrier

18. Convex Optimization I Lecture 18
science, electrical, engineering, technology, convex, optimization, logarithmic barrier, reformulation, indicator, function, KKT, Lagrangian, Lipschitz, condition, geometric program, phase I

19. Convex Optimization I Lecture 19
science, electrical, engineering, technology, convex, optimization, signal, processing, barrier, method, feasibility, self-concordance, cone, mathematics, Newton, iteration, research
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