EE3564A/B - Convex Optimization - Stephen Boyd 강의 레퍼런스 (Stanford)

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강의 링크
렉처 노트 링크, 렉처 노트 링크2
책 링크

강의 소개

2008년 가을 학기에 진행된 ES3564A/B Convex Optimization 렉처이다.

Convex Optimization 분야의 바이블인 Stephen Boyd의 수업이다.

커리큘럼

  • Convex sets
  • Convex functions
  • Convex optimization problems
  • Duality
  • Approximation and fitting
  • Statistical estimation
  • Geometric problems
  • Numerical linear algebra background
  • Unconstrained minimization
  • Equality constrained minimization
  • Interior-point methods
  • Subgradient methods
  • Localization methods
  • Decomposition and distributed optimization
  • Proximal and operator splitting methods
  • Self-concordance and Interior Point Method
  • Conjugate gradients
  • Non-convex problems
  • Neural Networks