StanfordOnline: Convex Optimization
This course concentrates on recognizing and solving convex optimization problems that arise in applications. The syllabus includes: convex sets, functions, and optimization problems; basics of convex analysis; least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems; optimality conditions, duality theory, theorems of alternative, and applications; interior-point methods; applications to signal processing, statistics and machine learning, control and mechanical engineering, digital and analog circuit design, and finance.
Convex Optimization
De un vistazo
- Institution StanfordOnline
- Subject Ingeniería
- Level Advanced
- Prerequisites
You should have good knowledge of linear algebra and exposure to probability. Exposure to numerical computing, optimization, and application fields is helpful but not required; the applications will be kept basic and simple. You will use matlab and CVX to write simple scripts, so some basic familiarity with matlab is helpful. We will provide some basic Matlab tutorials.
- Language English
- Video Transcript English
- Associated skillsEnterprise Desktop Administrator (Microsoft Certified IT Professional), Scientific Computing, Stochastic Optimization, Finance, Political Sciences, Reinforcement Learning, Operations Research, Machine Learning, Biology, Signal Processing, Convex Optimization, Algorithms, Computational Mathematics, Structural Analysis, Mathematical Optimization, Computer Science, Civil Engineering, Statistics, Electrical Engineering, Analog Electronics, Mechanical Engineering, Computational Geometry, Image Processing