Theory of convex optimization and application to problems in engineering and statistics
|20 Aug 2010||Ardalan Alizadeh||
This link is changed to : http://www.stanford.edu/class/ee364a/
|4 Feb 2010||Gautam Vallabha||
From the course description: "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."
Course material created by Prof. Stephen Boyd