Convex analysis | Mathematical optimization | Convex optimization

Convex optimization

Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard. Convex optimization has applications in a wide range of disciplines, such as automatic control systems, estimation and signal processing, communications and networks, electronic circuit design, data analysis and modeling, finance, statistics (optimal experimental design), and structural optimization, where the approximation concept has proven to be efficient. With recent advancements in computing and optimization algorithms, convex programming is nearly as straightforward as linear programming. (Wikipedia).

Convex optimization
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What Is Mathematical Optimization?

A gentle and visual introduction to the topic of Convex Optimization. (1/3) This video is the first of a series of three. The plan is as follows: Part 1: What is (Mathematical) Optimization? (https://youtu.be/AM6BY4btj-M) Part 2: Convexity and the Principle of (Lagrangian) Duality (

From playlist Convex Optimization

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Lecture 6 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, continues his lecture on convex optimization problems for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that ar

From playlist Lecture Collection | Convex Optimization

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Lecture 19 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives the final lecture on convex optimization for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in

From playlist Lecture Collection | Convex Optimization

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Lecture 1 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives the introductory lecture for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering. Con

From playlist Lecture Collection | Convex Optimization

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Lecture 7 | Convex Optimization I

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, expands upon his previous lectures on convex optimization problems for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization pro

From playlist Lecture Collection | Convex Optimization

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Lecture 13 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, continues his lecture on geometric problems for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in eng

From playlist Lecture Collection | Convex Optimization

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Lecture 5 | Convex Optimization I (Stanford)

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 opt

From playlist Lecture Collection | Convex Optimization

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Lecture 10 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on approximation and fitting within convex optimization for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization probl

From playlist Lecture Collection | Convex Optimization

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Lecture 14 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives a background lecture of numerical linear algebra for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that a

From playlist Lecture Collection | Convex Optimization

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Suvrit Sra: Lecture series on Aspects of Convex, Nonconvex, and Geometric Optimization (Lecture 3)

The lecture was held within the framework of the Hausdorff Trimester Program "Mathematics of Signal Processing". (28.1.2016)

From playlist HIM Lectures: Trimester Program "Mathematics of Signal Processing"

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Beyond Convex for Global Optimization

In the field of optimization, convex optimization holds special status because of its property that the minimum is always a global minimum and there are highly efficient solvers available to solve convex problems. However, not all optimization problems can be formulated as purely convex pr

From playlist Wolfram Technology Conference 2021

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Convexity and The Principle of Duality

A gentle and visual introduction to the topic of Convex Optimization (part 2/3). In this video, we give the definition of convex sets, convex functions, and convex optimization problems. We also present a beautiful and extremely useful notion in convexity optimization, which is the princ

From playlist Convex Optimization

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Optimization in the Wolfram Language

This presentation by Rob Knapp focuses on optimization functionality in the Wolfram Language. Examples are shown to highlight recent progress in convex optimization, including support for complex variables, robust optimization and parametric optimization.

From playlist Wolfram Technology Conference 2020

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Twitch Talks - Convex Optimization

Presenter: Rob Knapp Wolfram Research developers demonstrate the new features of Version 12 of the Wolfram Language that they were responsible for creating. Previously broadcast live on September 26, 2019 at twitch.tv/wolfram. For more information, visit: https://www.wolfram.com/language/

From playlist Twitch Talks

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Moritz Diehl: "Convexity Exploiting Newton-Type Optimization for Learning and Control"

Intersections between Control, Learning and Optimization 2020 "Convexity Exploiting Newton-Type Optimization for Learning and Control" Moritz Diehl - University of Freiburg Abstract: This talk reviews and investigates a large class of Newton-type algorithms for nonlinear optimization tha

From playlist Intersections between Control, Learning and Optimization 2020

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Jean-Bernard Lasserre: The moment-LP and moment-SOS approaches

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Control Theory and Optimization

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An Introduction to Geodesic Convexity - Nisheeth Vishnoi

Optimization, Complexity and Invariant Theory Topic: An Introduction to Geodesic Convexity Speaker: Nisheeth Vishnoi Affiliation: EPFL Date: June 7. 2018 For more videos, please visit http://video.ias.edu

From playlist Mathematics

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Lecture 11 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on how statistical estimation can be used in convex optimization for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimizat

From playlist Lecture Collection | Convex Optimization

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Global Optimization

This talk will discuss the global optimization functionality in Wolfram Language. It builds upon the convex and convertible to convex optimization functionality developed previously and extends to functionality for solving nonlinear, nonconvex problems with real-valued and mixed-integer va

From playlist Wolfram Technology Conference 2022

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