Lecture 11 | Semidefinite Programming (SDP) | Convex Optimization by Dr. Ahmad Bazzi
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5 سال پیش
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In Lecture 11 of this course on convex optimization, we will cover Semidefinite programming, i.e. SDPs. The outline of the lecture is as follows:
00:00 Intro
01:05 Generalized Inequality Constraints
05:18 Conic Programs
07:59 Linear Matrix Inequality (LMI)
09:56 LMI brief history (Lyapunov, Kalman, Ricatti etc..)
18:10 Semidefinite Programming (SDP)
21:56 SOCP as SDP
29:30 Eigenvalue Minimization
32:43 Matrix Norm Minimization
34:39 Outro
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Lecture 1 | Introduction to Convex Optimization: Lecture 1 | Convex Optimization | Int...
Lecture 2 | Convex Sets: Lecture 2 | Convex Sets | Convex Opti...
Lecture 3 | Convex Functions: Lecture 3 | Convex Functions | Convex...
Lecture 4 | Convex Optimization Principles : Lecture 4 | Convex Optimization Princ...
Lecture 5 | Linear Programming & SIMPLEX algorithm w MATLAB: Lecture 5 | Linear Programming & SIMP...
Lecture 6 | Quadratic Programs: Lecture 6 | Quadratic Programs | Conv...
Lecture 7 | Quadratically Constrained Quadratic Programs: Lecture 7 | Quadratically Constrained...
Lecture 8 | Second Order Cone Programming: Lecture 8 | Second Order Cone Program...
Lecture 9 | Geometric Programs: Lecture 9 | Geometric Programs (GP) |...
Lecture 10 | Generalized Geometric Programs: Lecture 10 | Generalized Geometric Pr...
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References:
[1] Boyd, Stephen, and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.
[2] Nesterov, Yurii. Introductory lectures on convex optimization: A basic course. Vol. 87. Springer Science & Business Media, 2013.
Reference no. 3:
[3] Ben-Tal, Ahron, and Arkadi Nemirovski. Lectures on modern convex optimization: analysis, algorithms, and engineering applications. Vol. 2. Siam, 2001.
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Instructor: Dr. Ahmad Bazzi
IG: Instagram: drahmadbazzi
FB: https://www.facebook.com/profile.php?...
RG: https://www.researchgate.net/profile/...
MSE: https://math.stackexchange.com/users/...
YT: ahmadbazzi
---------------------------------------------------------------------------------------------------------
Credits :
Microsoft OneNote: https://products.office.com/en-gb/one...
#ConvexOptimization #SDP #Semidefinite
In Lecture 11 of this course on convex optimization, we will cover Semidefinite programming, i.e. SDPs. The outline of the lecture is as follows:
00:00 Intro
01:05 Generalized Inequality Constraints
05:18 Conic Programs
07:59 Linear Matrix Inequality (LMI)
09:56 LMI brief history (Lyapunov, Kalman, Ricatti etc..)
18:10 Semidefinite Programming (SDP)
21:56 SOCP as SDP
29:30 Eigenvalue Minimization
32:43 Matrix Norm Minimization
34:39 Outro
---------------------------------------------------------------------------------------------------------
Lecture 1 | Introduction to Convex Optimization: Lecture 1 | Convex Optimization | Int...
Lecture 2 | Convex Sets: Lecture 2 | Convex Sets | Convex Opti...
Lecture 3 | Convex Functions: Lecture 3 | Convex Functions | Convex...
Lecture 4 | Convex Optimization Principles : Lecture 4 | Convex Optimization Princ...
Lecture 5 | Linear Programming & SIMPLEX algorithm w MATLAB: Lecture 5 | Linear Programming & SIMP...
Lecture 6 | Quadratic Programs: Lecture 6 | Quadratic Programs | Conv...
Lecture 7 | Quadratically Constrained Quadratic Programs: Lecture 7 | Quadratically Constrained...
Lecture 8 | Second Order Cone Programming: Lecture 8 | Second Order Cone Program...
Lecture 9 | Geometric Programs: Lecture 9 | Geometric Programs (GP) |...
Lecture 10 | Generalized Geometric Programs: Lecture 10 | Generalized Geometric Pr...
---------------------------------------------------------------------------------------------------------
References:
[1] Boyd, Stephen, and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.
[2] Nesterov, Yurii. Introductory lectures on convex optimization: A basic course. Vol. 87. Springer Science & Business Media, 2013.
Reference no. 3:
[3] Ben-Tal, Ahron, and Arkadi Nemirovski. Lectures on modern convex optimization: analysis, algorithms, and engineering applications. Vol. 2. Siam, 2001.
---------------------------------------------------------------------------------------------------------
Instructor: Dr. Ahmad Bazzi
IG: Instagram: drahmadbazzi
FB: https://www.facebook.com/profile.php?...
RG: https://www.researchgate.net/profile/...
MSE: https://math.stackexchange.com/users/...
YT: ahmadbazzi
---------------------------------------------------------------------------------------------------------
Credits :
Microsoft OneNote: https://products.office.com/en-gb/one...
#ConvexOptimization #SDP #Semidefinite
5 سال پیش
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