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

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