Lecture 8 | Second Order Cone Programming (SOCP) | Convex Optimization by Dr. Ahmad Bazzi
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5 سال پیش
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In Lecture 8 of this course on convex optimization, we will cover Second Order Cone Programming, i.e. SOCPs. The outline of the lecture is as follows:
00:00:00 What is Second Order Cone Programming (SOCP) ?
00:02:37 QCQP as an SOCP
00:20:25 Robust Linear Programming as an SOCP
00:31:06 Linear Programming with Random Constraints as an SOCP
00:41:09 Sum of Norms minimization as an SOCP
00:47:27 Max of Norms minimization as an SOCP
00:49:40 Hyperbolic Constrained Programs as SOCPs
00:58:59 Quadratic Fractional Problems as SOCPs
01:02:16 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...
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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...
MATLAB: https://www.mathworks.com/products/ma...
keywords: gurobi; socp; eco; transformers; second order cone programming; interior point; qcqp; miqcp
#ConvexOptimization #SOCP #SecondOrderConeProgramming
In Lecture 8 of this course on convex optimization, we will cover Second Order Cone Programming, i.e. SOCPs. The outline of the lecture is as follows:
00:00:00 What is Second Order Cone Programming (SOCP) ?
00:02:37 QCQP as an SOCP
00:20:25 Robust Linear Programming as an SOCP
00:31:06 Linear Programming with Random Constraints as an SOCP
00:41:09 Sum of Norms minimization as an SOCP
00:47:27 Max of Norms minimization as an SOCP
00:49:40 Hyperbolic Constrained Programs as SOCPs
00:58:59 Quadratic Fractional Problems as SOCPs
01:02:16 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...
---------------------------------------------------------------------------------------------------------
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...
MATLAB: https://www.mathworks.com/products/ma...
keywords: gurobi; socp; eco; transformers; second order cone programming; interior point; qcqp; miqcp
#ConvexOptimization #SOCP #SecondOrderConeProgramming
5 سال پیش
در تاریخ 1398/06/09 منتشر شده
است.
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