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Linear Systems and Optimization: Convex Optimization I

No Strings Attached
Author:
Subject:
Mathematics and Statistics, Science and Technology
Institution Name:
Stanford University
Collection:
Stanford University - School of Engineering
Grade Level:
Post-secondary
Abstract:

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.

Languages:
English
Material Type:
Audio Lectures, Full Course, Lesson Plans, Video Lectures
Media Format:
Audio, Text/HTML, Downloadable docs, Video
Conditions of Use:
Creative Commons Attribution 3.0
Creative Commons Attribution 3.0
Copyright Holder:
Stanford University

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