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MGT-418: Convex optimization

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Lectures in this course (76)

Convex Functions: Elementary Concepts Log in to Mediaspace to watch this video

Introduces elementary concepts of convex functions, including hulls, transformations, conditions, and examples.

Learning the Kernel Solution: MGT-418 Tutorial Log in to Mediaspace to watch this video

Explores learning the kernel solution in convex optimization, focusing on predicting outputs using a linear classifier and addressing possible numerical issues.

Polynomial Optimization: SOS and Nonnegative Polynomials Log in to Mediaspace to watch this video

Explores polynomial optimization, emphasizing SOS and nonnegative polynomials, including the representation of polynomials as quadratic functions of monomials.

Image Denoising and Optimal Power Flow Tutorial Log in to Mediaspace to watch this video

Covers image denoising and optimal power flow in power systems.

Robust Optimization: Polynomial Optimization Log in to Mediaspace to watch this video

Explores polynomial optimization, including writing polynomials as matrix products and solving linear equations for nonnegativity.

Optimal Power Flow and Chebyshev Introduction Log in to Mediaspace to watch this video

Covers Optimal Power Flow solutions, SDP, Chebyshev's inequality, and probability distributions.

Robust Optimization: Radiation Therapy & Support Vector Machines Log in to Mediaspace to watch this video

Explores robust optimization in radiation therapy and support vector machines.

Lyapunov Stability and Chebyshev Inequalities Log in to Mediaspace to watch this video

Explores Lyapunov stability and Chebyshev inequalities in system analysis and control design.

Lyapunov Stability: Convex Optimization Log in to Mediaspace to watch this video

Covers Lyapunov stability in convex optimization and its implementation through trajectory plots.

Convex Sets: Theory and Applications Log in to Mediaspace to watch this video

Explores convex sets, their properties, and applications in optimization.

Convex Functions: Theory and Applications Log in to Mediaspace to watch this video

Explores convex functions, including checking convexity, transformations, examples, minimization, geometric intuition, Schur's Lemma, distance function, perspective function, and relative entropy.

Convex Optimization: Convex Functions Log in to Mediaspace to watch this video

Covers the concept of convex functions and their applications in optimization problems.

Convex Optimization Problems: Standard Form Log in to Mediaspace to watch this video

Covers convex optimization problems, transformation to standard form, and optimality criteria for differentiable objectives.

Convex Optimization Problems Log in to Mediaspace to watch this video

Covers Convex Optimization Problems, LP formulations, and practical implementations using CVXPY and GUROBI.

Convex Optimization: Yalmip Introduction Log in to Mediaspace to watch this video

Introduces Yalmip, a MATLAB toolbox for optimization modeling and solving with MOSEK and GUROBI.

Lagrangian Duality: Convex Optimization Log in to Mediaspace to watch this video

Explores Lagrangian duality in convex optimization, transforming problems into min-max formulations and discussing the significance of dual solutions.

Untitled Log in to Mediaspace to watch this video

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