Lecture 7 | Quadratically Constrained Quadratic Programs | Convex Optimization by Dr. Ahmad Bazzi

☕️ Buy me a coffee: https://paypal.me/donationlink240 🙏🏻 Support me on Patreon: https://www.patreon.com/c/ahmadbazzi In Lecture 7 of this course on convex optimization, we will cover the essentials of Quadratically Constrained Quadratic Programs, i.e. QCQPs.The outline of the lecture is as follows: 00:00 Intro 00:33 What is a Quadratically Constrained Quadratic Program (QCQP) ? 05:16 QCQP Feasible Set 06:01 MATLAB Illustration of QCQP Feasible Set 13:39 QCQP Application 1: Minimizing a linear function over a centered ellipsoid 30:42 QCQP Application 2: Minimizing a linear function over an uncentered ellipsoid 37:16 QCQP Application 3: Minimizing a quadratic function over a centered ellipsoid 42:36 Outro --------------------------------------------------------------------------------------------------------- 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 Lecture 4 | Convex Optimization Principles : https://youtu.be/aMC3WPGMLes Lecture 5 | Linear Programming & SIMPLEX algorithm w MATLAB: https://youtu.be/dAyeNmz6p-c Lecture 6 | Quadratic Programs: https://youtu.be/kM52hSvBY4k --------------------------------------------------------------------------------------------------------- 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. [4] Bazzi, Ahmad, Dirk TM Slock, and Lisa Meilhac. "Online angle of arrival estimation in the presence of mutual coupling." 2016 IEEE Statistical Signal Processing Workshop (SSP). IEEE, 2016. --------------------------------------------------------------------------------------------------------- Instructor: Dr. Ahmad Bazzi IG: https://www.instagram.com/drahmadbazzi/ FB: https://www.facebook.com/profile.php?id=100002083151128 RG: https://www.researchgate.net/profile/Ahmad_Bazzi MSE: https://math.stackexchange.com/users/310385/ahmad-bazzi?tab=profile YT: https://www.youtube.com/c/AhmadBazzi --------------------------------------------------------------------------------------------------------- Credits : Microsoft OneNote: https://products.office.com/en-gb/onenote MATLAB: https://www.mathworks.com/products/matlab.html #ConvexOptimization #QCQP #Quadratic