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In Lecture 4 of this course on convex optimization, we will be covering the fundamental principles of convex optimization, which include the following:
00:00 Standard form
04:19 Feasible point
05:07 Globally Optimum point
05:50 Locally Optimum point
15:04 Explicit & Implicit constraints
30:10 Optimality criterion for differentiable cost functions
34:48 Supporting Hyperplane
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Lecture 1 | Introduction to Convex Optimization:
https://youtu.be/SHJuGASZwlE
Lecture 2 | Convex Sets:
https://youtu.be/QV5qtTq1Tro
Lecture 3 | Convex Functions:
https://youtu.be/XzW-B1CJ_ao
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References:
[1] Boyd, Stephen, and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.
[2] Nesterov, Yurii. Introductory lectures on convex optimization: A basic course. Vol. 87. Springer Science & Business Media, 2013.
Reference no. 3:
[3] Ben-Tal, Ahron, and Arkadi Nemirovski. Lectures on modern convex optimization: analysis, algorithms, and engineering applications. Vol. 2. Siam, 2001.
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Instructor: Dr. Ahmad Bazzi
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Credits :
Microsoft OneNote: https://products.office.com/en-gb/onenote
MATLAB: https://www.mathworks.com/products/matlab.html
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