Any student with a documented disability needing academic adjustments or accommodations is requested to speak with me during the first two weeks of class. The material is not too far from the current material, but youd be better off watching the current video. You can find source for many of our groups projects at our github site. A mooc on convex optimization, cvx101, was run from 12114 to 31414. Therefore if sis a convex set, the intersection of swith a line is convex. Leastsquares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Matlab software for disciplined convex programming. As the term disciplined suggests, the methodology imposes a set of conventions that one must follow when constructing convex programs. Department of electrical engineering, stanford university. Show that a set is a ne if and only if its intersection with any line is a ne. Stanford ee364a convex optimization i boyd academic. Python solver for proxaffine distributed convex optimization.
Stanford university convex optimization group has 51 repositories available. These lectures were recorded during winter quarter 200708. For example, consider the following convex optimization model. The conventions are simple and teachable, taken from basic principles of convex analysis, and inspired by the practices of those who regularly study and apply convex optimization today. And if you are not an expert in convex optimization and you do not want to spend weeks learning it. Optimality conditions, duality theory, theorems of alternative, and applications. Cvx is a matlabbased modeling system for convex optimization. Stanford university convex optimization group github. In lecture 6 of this course on convex optimization, we will cover the essentials of quadratic programming. Cvx turns matlab into a modeling language, allowing constraints and objectives to be specified using standard matlab expression syntax.
Catalog description concentrates on recognizing and solving convex optimization problems that arise in applications. A read is counted each time someone views a publication summary such as the title, abstract, and list of authors, clicks on a figure, or views or downloads the fulltext. Lecture 6 quadratic programs convex optimization by dr. If you are in this situation, you probably want to have a go with the unlocbox, a matlab convex optimization toolbox based on proximal splitting methods1. Disciplined convex programming stanford university.
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