Convex Optimization

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Course Details

Cost

FREE

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  • TBA

Course Provider

Stanford Online online courses
Stanford Lagunita offers a variety of professional education opportunities in conjunction with many of the University’s schools and departments. We also offer an array of free online courses taught by Stanford faculty to lifelong learners worldwide. We foster collaboration with other education organizations by sharing course material, data-driven research, and source code for enhancements to our open-source platform Stanford Lagunita. We continually experiment to improve what we do throu...
Stanford Lagunita offers a variety of professional education opportunities in conjunction with many of the University’s schools and departments. We also offer an array of free online courses taught by Stanford faculty to lifelong learners worldwide. We foster collaboration with other education organizations by sharing course material, data-driven research, and source code for enhancements to our open-source platform Stanford Lagunita. We continually experiment to improve what we do through creative use of technology, and we share what we learn with the rest of the world.

Provider Subject Specialization
Sciences & Technology
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Course Description

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.

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