Lecture by Professor Stephen Boyd for Convex Optimization II (EE 364B) in the Stanford Electrical Engineering department. Professor Boyd finishes his lecture on Analytic center cutting-plane method, and begins Ellipsoid methods.
Continuation of 364a. 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. Course requirements include a substantial project.
Tags: Math, Math Calculus