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"Lec 24 - Convex Optimization II (Stanford)" Lecture by Professor Stephen Boyd for Convex Optimization II (EE 364B) in the Stanford Electrical Engineering department. Professor Boyd introduces stochastic programing and the localization and cutting-plane methods. This course introduces topics such as subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch & bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications. Complete Playlist for the Course: http://www.youtube.com/view_play_list?p=3940DD956CDF0622 EE364B Course Website: http://www.stanford.edu/class/ee364b/ Stanford University: http://www.stanford.edu Stanford University Channel on YouTube: http://www.youtube.com/stanford

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Channels: Physics (General) Mathematics

Tags: Math Technology Algebra calculus geometry electrical engineering convex optimization subgradient derivatives basic inequality function algorithms method stochastic programing convergence proof functions adaptive

Uploaded by: stanfordconopt ( Send Message ) on 03-09-2012.

Duration: 75m 34s

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