Convex Optimization

소개


  • 서울대학교 전기공학부 대학원 강의
  • 2011년 2학기에 개설된 내용 (조교 김재용, 주영준)


강사



심형보 교수 http://cdsl.kr/~hshim


Textbook




Lecture Video


Chap. 1  Introduction  기술적인 문제로 제공되지 않습니다.


Chap. 2 (Part 1) Convex sets  기술적인 문제로 제공되지 않습니다.

Chap. 2 (Part 2) Convex sets  http://vimeo.com/28799233

Chap. 2 (Part 3) Convex sets  http://vimeo.com/29123790

 

Chap. 3 (Part 1) Convex functions  http://vimeo.com/29310722

Chap. 3 (Part 2) Convex functions  http://vimeo.com/29660302

Chap. 3 (Part 3) Convex functions  http://vimeo.com/29812368

 

Chap. 4 (Part 1) Convex optimization problems  http://vimeo.com/29812749

Chap. 4 (Part 2) Convex optimization problems  http://vimeo.com/30013544

Chap. 4 (Part 3) Convex optimization problems  http://vimeo.com/30171226

Chap. 4 (Part 4) Convex optimization problems  http://vimeo.com/30367858

 

Chap. 5 (Part 1) Duality  http://vimeo.com/30367923

Chap. 5 (Part 2) Duality  http://vimeo.com/30615102

Chap. 5 (Part 3) Duality  http://vimeo.com/30848357

 

Chap. 6 (Part 1) Approximation and fitting  http://vimeo.com/30851023

Chap. 6 (Part 2) Approximation and fitting  http://vimeo.com/31544560

 

Chap. 7 (Part 1) Statistical estimation  http://vimeo.com/31550628

Chap. 7 (Part 2) Statistical estimation  http://vimeo.com/32654981


Chap. 8 (Part 1) Geometric problems  http://vimeo.com/32655648

Chap. 8 (Part 2) Geometric problems & Numerical linear algebra background (Slide Chap. 9)  http://vimeo.com/31898049

 

Chap. 9 (Part 1) Unconstrained minimization (Slide Chap. 10)  http://vimeo.com/32391440  

Chap. 9 (Part 2) Unconstrained minimization (Slide Chap. 10)  http://vimeo.com/32272323 

 

Chap. 10 Equality constrained minimization (Slide Chap. 11)  http://vimeo.com/32503453  

 

Chap. 11 (Part 1) Interior-point methods (Slide Chap. 12)  http://vimeo.com/32708760

Chap. 11 (Part 2) Interior-point methods (Slide Chap. 12)  http://vimeo.com/32851125

 

Using CVX Program Package (조교 김재용 설명)  http://www.vimeo.com/30183344

Download CVX Package: http://cvxr.com/cvx/download/