Lecture 1 | Convex Optimization I (Stanford)

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  • Опубликовано: 8 июл 2008
  • Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives the introductory lecture for the course, Convex Optimization I (EE 364A).
    Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering. Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
    Complete Playlist for the Course:
    ruclips.net/user/view_play_list...
    EE 364A Course Website:
    www.stanford.edu/class/ee364
    Stanford University:
    www.stanford.edu/
    Stanford University Channel on RUclips:
    / stanford

Комментарии • 154

  • @zhendongzhou3900
    @zhendongzhou3900 4 года назад +321

    He suggested students to use Python at 2008. That was really forward-looking

    • @user-wt7ut4xj5r
      @user-wt7ut4xj5r 4 года назад +28

      Now he suggests Julia. This video eliminated my doubts for learning it. I'll 100% trust him.

    • @MO-xi1kv
      @MO-xi1kv 3 года назад +2

      @@user-wt7ut4xj5r where does he suggest julia? Would like to hear his take.

    • @user-fq1up1qb4d
      @user-fq1up1qb4d 3 года назад +5

      @@MO-xi1kv he says that in an invited lecture at Seoul national university if i remember correctly

    • @abcborgess
      @abcborgess 3 года назад +3

      @@MO-xi1kv His new book on linear algebra

    • @XShollaj
      @XShollaj 2 года назад +1

      @@ariellubonja7856 No doubt! Few steps ahead!

  • @w.williamzheng3048
    @w.williamzheng3048 Год назад +21

    12:12 Starts
    28:00 Comments on NP-hard
    37:15 "Is life convex?"
    1:06:40 Example on illumination

  • @boyuanchen4997
    @boyuanchen4997 4 года назад +11

    Thank you Stanford for uploading so many brilliant materials here!

  • @flyingwings9969
    @flyingwings9969 4 года назад +8

    What a prof...so easy way of teaching complex concepts...wonderful

  • @readthesecomments
    @readthesecomments 9 лет назад +36

    Boyd is fantastic

  • @tpkyterooluebeck9224
    @tpkyterooluebeck9224 2 года назад +2

    Many Many thanks for keeping this up! I hope to watch all the videos over the next several weeks.

  • @jamalahmedhussein1341
    @jamalahmedhussein1341 9 лет назад +275

    from 12:30 the lecture starts

  • @karlpaul9248
    @karlpaul9248 4 года назад +5

    Great lecture! Love it.

  • @chasegraham246
    @chasegraham246 8 лет назад +17

    I'm not sure what google would have yielded 7 years ago but if you search for optimization now, the mathematical optimization wiki is the only wikipedia hit on the first page. Yay for progress!

  • @JSorr80
    @JSorr80 12 лет назад +59

    I also liked this guy as Skyler's boss on Breaking Bad.

    • @mario97br
      @mario97br 2 года назад

      BB is already more than 10 years old…

  • @PedroGuilhermeSiqueiraMoreira
    @PedroGuilhermeSiqueiraMoreira 8 лет назад +68

    I love how in 51:00 he said that they would blur the face of the statistician but they just show his face instead. XD

    • @ao879_u
      @ao879_u 8 лет назад

      +Pedro Guilherme Siqueira Moreira Lol I noticed XD

    • @konstantinburlachenko2843
      @konstantinburlachenko2843 7 лет назад +1

      Yeah very fun moment! p.s I like - 25:22

    • @masterxilo
      @masterxilo 7 лет назад

      I'm citing that passage.

  • @milan20081992
    @milan20081992 3 года назад +3

    Boyd teaching optimization?....count me in for the whole series!

  • @jasonir129
    @jasonir129 15 лет назад +2

    He's acknowledging to the class HERE at Stanford that this is atypical that he's filming this a quarter before the class meets officially...

  • @jingyiwang5113
    @jingyiwang5113 4 месяца назад

    Thank you so much for this amazing video! It is really helpful to my optimization class!

  • @CO8ism
    @CO8ism 4 года назад

    I love this guy!

  • @allandogreat
    @allandogreat 4 года назад +2

    Convex Optimization is key to start your research.

  • @thelinuxmann4659
    @thelinuxmann4659 2 года назад +15

    He should acknowledge Dr. Ahmad Bazzi also

  • @mohammadshahadathhossain981
    @mohammadshahadathhossain981 5 лет назад

    The canonical form that you wrote initially is not canonical form for a minimization problem since x vector will take a value of 0 vector and the objective will also have a value of 0 which indeed satisfy all the constraints. I blv. the constraint signs should have been greater than or equals for a minimization problem as well as less than or equal for a maximization problem.

  • @siddharthanrajasekaran8977
    @siddharthanrajasekaran8977 7 лет назад

    Thank you for your generosity.

  • @saeedbonab4246
    @saeedbonab4246 6 лет назад +15

    For anyone specifically looking for algorithms to solve convex optimization problems, it is better to jump to lecture 15 after first introduction lectures.

  • @wcottee
    @wcottee 4 года назад

    Does anyone know in which lecture (if any) Professor Boyd discusses constraint relaxation? Thanks.

  • @ndmath
    @ndmath 8 лет назад +3

    You can change the speed if you don't like it.

  • @DelsinM
    @DelsinM 10 лет назад +12

    This man is one of the funniest people alive.

  • @MrCasism
    @MrCasism 5 лет назад +4

    1:03:45 - Summary: "First of all I'm not saying that much"

  • @Cathode0
    @Cathode0 13 лет назад +1

    Begins at (13:55) Good thing RUclips gave this guy one and a half hours to work with... =P

  • @Crasshopperrr
    @Crasshopperrr 10 лет назад +1

    1:14:00 Life is not markov! It's almost the opposite.

  • @abd-alrahmanbasheer7404
    @abd-alrahmanbasheer7404 5 лет назад +2

    thank you for make this course avaliable
    I want lectures of this course if available
    thank you.....

  • @manelcaballero-cosmicresea513
    @manelcaballero-cosmicresea513 4 года назад +1

    Could be a 30 min video but it was nice to watch.

  • @wanggaobin3220
    @wanggaobin3220 7 лет назад

    wonderful1

  • @mechatronicsengineer1979
    @mechatronicsengineer1979 4 года назад

    where from we can get its lectur notes/slides??

  • @Singularitarian
    @Singularitarian 14 лет назад +5

    Thank you for making these lectures available.
    When the illumination problem is introduced, the camera stays on the speaker rather than showing us the slide. The slides are more important than the speaker and need more emphasis. They are also difficult to read. The entire video should be in HD.

    • @qihuilyu151
      @qihuilyu151 7 лет назад

      Daniel O'Connor the second time spotting you online 😁

    • @julianocamargo6674
      @julianocamargo6674 5 лет назад

      sites.math.washington.edu/~burke/crs/cvx08/examples//ex-illum.pdf

  • @ajacobcomedy1630
    @ajacobcomedy1630 3 года назад +5

    Professor Boyd looks just like Skyler's boss Ted Beneke from Breaking Bad lol

  • @AndreaIdini
    @AndreaIdini 6 лет назад +1

    15:30
    optimal solutions to distinguish from sub-optimal solutions, that in the context of minimisation are generally very fast solvers for an interval around the optimal points.
    In fact, for most mathematical problem, including the search for global minima, can be demonstrated that an optimal solution doesn't exist numerically. Demonstrating one optimal solution, that can be done in quantum computing, is kind of a big deal.

  • @pauldacus4590
    @pauldacus4590 5 лет назад +21

    1:02:19 Chris Griffin from Family Guy!

  • @baronvonbeandip
    @baronvonbeandip 2 года назад +3

    25:47 This guy gets it.
    It's like people still walking around with that adolescent 'everything is subjective' argument.

  • @xabashdog
    @xabashdog 5 лет назад +13

    He interrupts himself way too much. That's fun to hear.

  • @leixu5955
    @leixu5955 4 года назад

    sorry, could anyone give some explanation on 263?

  • @sachinmoghe7283
    @sachinmoghe7283 9 лет назад +24

    I'm willing to spend 20 hrs per problem on 10 problems each chapter if I can even have a 75% chance of understanding this stuff!

    • @FsimulatorX
      @FsimulatorX 2 года назад +5

      how did you do after six years?

    • @sachinmoghe7283
      @sachinmoghe7283 2 года назад +18

      @@FsimulatorX fell off the wagon.

    • @qingqiqiu
      @qingqiqiu Год назад +1

      @@sachinmoghe7283 hah..

  • @lijiaqigreat
    @lijiaqigreat 10 лет назад +13

    The way he talks makes me laugh so hard!

  • @stoyanpetkov182
    @stoyanpetkov182 Месяц назад

    Can anyone elaborate more on how we found that the objective function is convex? One guy asked how did we get the graph which was shown on 01:12:00, but I am struggling to understand the explanation

  • @guoxuanhao469
    @guoxuanhao469 8 лет назад +45

    The lectures require you to read the textbook first, however you will find the textbook hard to understand without tutoring. So, think twice before even getting started. Both the textbook and the tutorials are not step-by-step stuffs, you need to have solid math backgrounds, not kidding.

    • @snoop_and
      @snoop_and 6 лет назад

      Hi @Guoxuan_Hao do you know the name of the book?

    • @q0x
      @q0x 6 лет назад

      The book should be "Convex Optimization"
      by Boyd
      and Vandenberghe, you can find it on the web.

    • @lucama1765
      @lucama1765 5 лет назад

      Totally agree...

    • @PSouza-wm2if
      @PSouza-wm2if 4 года назад

      42:00

    • @acaichanzou8266
      @acaichanzou8266 4 года назад

      Guoxuan Hao seems im not the only one think the book hard reading, that’s good

  • @asmakhalid2356
    @asmakhalid2356 4 года назад

    Which book is being followed

  • @j0j0w0
    @j0j0w0 11 лет назад

    starts 43:00

  • @samw.6550
    @samw.6550 5 лет назад +2

    24:59 everything is optimization :)

    • @tcveatch
      @tcveatch 4 года назад

      Optimization includes, at least: search, estimation, forecasting, decision-making, control, planning, classification, design, modeling.

  • @apetrenko_ai
    @apetrenko_ai 3 года назад +2

    52:15 they did put the squares on his shirt

  • @Shepherd1234
    @Shepherd1234 10 лет назад +14

    Course Website:
    www.stanford.edu/class/ee364a/courseinfo.html
    (The official link is broken)

  • @Cathode0
    @Cathode0 13 лет назад +2

    yay, 80s music!

  • @SequinBrain
    @SequinBrain 2 года назад

    anyone know what a\b means?

  • @xtwang5796
    @xtwang5796 5 лет назад

    where is catalogue......

  • @itachi4alltime
    @itachi4alltime 8 лет назад +12

    12:12

  • @avinashsix
    @avinashsix 13 лет назад

    Meet and discuss ideas with people looking at this course from all over the world.
    Check out the online study group for this subject at openstudy dott com.

  • @yardencohen3913
    @yardencohen3913 5 лет назад

    anyone got the slides or the home works for this class?

    • @NabilGrichi
      @NabilGrichi 5 лет назад +2

      You can get them from here: web.stanford.edu/~boyd/cvxbook/

  • @samw.6550
    @samw.6550 5 лет назад +9

    I would like just to know who on earth pressed dislike!

    • @jianingzhuang104
      @jianingzhuang104 4 года назад +1

      I think what people dislike is the camera when it should focus on the slide instead of the professor.

  • @michaelmellinger2324
    @michaelmellinger2324 2 года назад +1

    @25:00 Everyone goes through a stage… “Everything is an optimization problem”

  • @snoop_and
    @snoop_and 6 лет назад

    Does anyone knows the name of the book?

    • @yingli2191
      @yingli2191 4 года назад

      《convex optimization》

  • @fluxionnn
    @fluxionnn 8 лет назад

    53:14

  • @idealsAREisomorphic
    @idealsAREisomorphic 12 лет назад +1

    i dont think Boyd is used to people asking him questions

  • @kevin-fs5ue
    @kevin-fs5ue 4 года назад

    42:42

  • @ashutoshnirala2565
    @ashutoshnirala2565 8 месяцев назад

    15 years ago....

  • @pfj68821
    @pfj68821 7 лет назад +1

    maybe if you tell us when youre gonna start lecturing, we would know more about convex.

  • @DevoutSkeptic
    @DevoutSkeptic 2 года назад

    0:11 "The missile knows where it is at all times. It knows this because it knows where it isn't."

  • @forheuristiclifeksh7836
    @forheuristiclifeksh7836 3 месяца назад

    19:45

  • @josephzicaro9913
    @josephzicaro9913 6 лет назад +3

    1:02:26 Chris from Family Guy is an EE major. Wow, didn't know he had it in him.

  • @mqsv
    @mqsv 15 лет назад

    1-3 billion? 3 billion is about half the world population!
    Maybe 3 million...

  • @chenchen4244
    @chenchen4244 4 года назад

    boyd is really funny.

  • @tchappyha4034
    @tchappyha4034 4 года назад +2

    I like chalk and blackboard lectures.

  • @abhisheksingh-li6zo
    @abhisheksingh-li6zo 9 лет назад +8

    lect starts at 1 hour

  • @winwithapoorva
    @winwithapoorva 10 лет назад

    I don't think he is in India as the electric pin at the back is either American or European pin and not Indian electric pin!

    • @oyindaowoeye467
      @oyindaowoeye467 10 лет назад +2

      It was taped at Standford before the time of the actual class. On the day of the class, he was in India so this tape was shown. So while people were watching the video he was in India, not while it was being taped.

  • @rodas4yt137
    @rodas4yt137 3 года назад +1

    Why you're here: 31:05

  • @cool4skull
    @cool4skull 13 лет назад

    3 people don't understand "convex"

  • @quantum1525
    @quantum1525 3 года назад

    surat terbuka IM Anjas itu mau ngecek kemampuan dewa kipas dengan IM Anjas tanding melawan dewa kipas. Deddy diminta jadi mediator. bisa dicari google masih ada screenshotnya.
    jadi IM Anjas vs Dewa Kipas lanjut lagi nih? sekarang berapa ratus juta?

  • @anuragpandey3194
    @anuragpandey3194 5 лет назад +2

    If you drop all the btw, ummm, I mean you can optimize this lecture (time) way better godaamit!

  • @user-in9nt3lu2k
    @user-in9nt3lu2k 2 года назад

    붉은 노을

  • @idealsAREisomorphic
    @idealsAREisomorphic 12 лет назад

    @MultiYolgezer lol

  • @jkaplan6052
    @jkaplan6052 10 лет назад

    You know he is kidding, right? Check pg 306 of his book for a start.

  • @stephfong4577
    @stephfong4577 7 лет назад +9

    Just a heads up, the first lecture is very bad. But it gets way better later, just wait for it.

  • @abhishekkumar-os5zk
    @abhishekkumar-os5zk 3 года назад

    why were you in india.

  • @Grassmpl
    @Grassmpl 5 лет назад +1

    Saying "optimal solution" is NOT overstating the obvious. The term "solution" alone refers to ANY vector in the decision variables (feasible or not). That's why we say a solution is feasible, infeasible, or optimal. By the way, if you don't trust me, you're making a big mistake.

    • @HenrikTempa
      @HenrikTempa 5 лет назад +1

      Not in an optimization context, because the problem is to find what minimizes the objective function. If you solve the problem, you have the point that minimizes the function and is then the optimal solution.

  • @chaidaro
    @chaidaro 10 лет назад +15

    dang.. he really looks like "Ted" from Breaking bad.

  • @crystalp1983
    @crystalp1983 11 лет назад

    Is your life convex? ... I really didn't get that joke... damn...

  • @user-iv9po5jt9n
    @user-iv9po5jt9n 4 года назад +1

    I don't think I'm having a class, I'm having a show instead..

  • @jaiswalharsh_
    @jaiswalharsh_ 3 года назад

    Don't trust anyone who says "optimal solution"

  • @charlesdarwinxxx
    @charlesdarwinxxx 15 лет назад

    yes-no coming to class.
    colleges sell Admit ticket to class. seats in a lecture hall.
    digital colleges can be seen by billions billions. anytime anywhere.
    instead of 100-200 people, we can now have 1-3 billion people see the lecture. worldwide

  • @HUEHUEUHEPony
    @HUEHUEUHEPony Год назад

    uhm, based?

  • @ozymandyus1
    @ozymandyus1 14 лет назад +4

    wow the beginning really pissed me off...

  • @ian-tg1ek
    @ian-tg1ek 2 года назад

    저자가... 직강..?

  • @gggchenlin
    @gggchenlin 14 лет назад +2

    I want to sleep!!!

  • @Cyraxsify
    @Cyraxsify 7 лет назад

    This man must had been an Actuary.

  • @Lewis1711
    @Lewis1711 14 лет назад +1

    That chinese guy is paying for his education, and trying to learn.
    He is in his full rights to do this.
    I say this as the white guy that asks trivial questions in my lectures.

  • @bishalsharma5408
    @bishalsharma5408 3 года назад +1

    Probably a Russian 🤣

  • @hugolafhugolaf
    @hugolafhugolaf 2 года назад

    Way too complicated.

  • @thrunsalmighty
    @thrunsalmighty 10 лет назад +78

    After twelve minutes all I have heard is incoherent babbling. He could start by optimizing that.

    • @konstantinburlachenko2843
      @konstantinburlachenko2843 7 лет назад +41

      I completed exam in EE364A 8 hours ago (approx. today), and it takes 24 hours as in 2008. It's very unusual format for most people in this world.
      On this record from 2008 prof. at first 12 minutes which you don't like prof. say about various things relative to the course:
      1. how exam will be in 02:08,
      2. 03:30 - what you should know to pass a course
      3. 05:20 - who is TA's
      4. 05:58 - basic prerequisites with link to EE263
      5. 06:50 - That during a course you will do(actually really) real things in machine leanring, control, finance
      All that which is importnant to students you will see in each video (I guess).
      If it's "incoherent babbling" for you, it's not for the students of the class.
      You should be happy even that you have this videos for free at least.
      p.s. Professor is awesome

    • @LunnarisLP
      @LunnarisLP 6 лет назад +2

      maybe you should optimize yourself. because you can skip to the lecture if you don't need the stuff before..

    • @chinaman1029
      @chinaman1029 6 лет назад +1

      The problem might not be convex, and it took him some time to land in a feasible region.

    • @RoxanaNoe
      @RoxanaNoe 5 лет назад

      Viral fever me too

    • @RoxanaNoe
      @RoxanaNoe 5 лет назад

      China Man hahahaha

  • @zeussaco123
    @zeussaco123 7 лет назад

    the student talking in between reminds me of Ross's impersonation in friends (after his lecture with a black line on his face) ' dude don't you even bath?'...that guy needs to take out what ever is stuck in his mouth...and speak properly.

  • @arshanca
    @arshanca 4 года назад +2

    A bad headache.. from a really BAD instructor..or.. a good Interrupter!! 😂 This guy just keeps interrupting himself all the way!!

  • @suhasbn44
    @suhasbn44 4 года назад

    The first few minutes.
    Cringe. Crige. Cringe.

  • @anthbenit2576
    @anthbenit2576 2 года назад

    12:07