Lecture 8 | Second Order Cone Programming (SOCP) | Convex Optimization by Dr. Ahmad Bazzi

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  • Опубликовано: 1 окт 2024

Комментарии • 24

  • @shubhamsharma2202
    @shubhamsharma2202 5 лет назад +9

    in 41:09 you mention Markowitz portfolio analysis .. could you do a lecture on that in specific ? thank you

    • @AhmadBazzi
      @AhmadBazzi  5 лет назад +10

      yes i will take that into account. Actually, I was thinking of a special lecture covering applications of SOCPs, such as the Markowitz problem and many others.

    • @shubhamsharma2202
      @shubhamsharma2202 5 лет назад

      @@AhmadBazzi thank you sir

  • @babuaaa3002
    @babuaaa3002 Год назад

    I think Ahmad has very good examples, which are appreciated by many other viewers. RUclips, unlike university education, gives you the chance to skip algebraic manipulations and focus on what you want. You seem to be a very frustrated individual 😂I think Ahmad has very good examples, which are appreciated by many other viewers. RUclips, unlike university education, gives you the chance to skip algebraic manipulations and focus on what you want. You seem to be a very frustrated individual 😂

  • @hbasu8779
    @hbasu8779 2 года назад +1

    In robust LP problem, you considered an ellipsoid around the nominal point \bar{a}_{i}. My question is should we not take a_i = \bar{a}_{i} + P_i * u_i instead of a_i = \bar{a}_{i} + P_i * u?

  • @mamunpk660
    @mamunpk660 Год назад

    what on earth is interesx ? The course is english, and I think your comment should be as well..

  • @alexpo8923
    @alexpo8923 Год назад

    what on earth is interesx ? The course is english, and I think your comment should be as well.

  • @YuxuanHarry
    @YuxuanHarry 11 месяцев назад

    Thanks for your great work professor ! May I ask if it would be convenient for you to share your lecture notes?

  • @sonnentanz63
    @sonnentanz63 4 года назад +2

    תודה רבה לך..הלוואי שנוכל לראות את הפנים שלך בזמן שאתה מסביר !!

    • @AhmadBazzi
      @AhmadBazzi  4 года назад

      and you are welcome, Sonnentanz !!

  • @leonardklu1843
    @leonardklu1843 3 года назад

    It is a little misleading that all matricies are "A" in the first part, right (Ax=b, //Ax+b// ... . I guess its not a very special case where they are equal.
    Uncertainty: why is "x" in the end on both sides of the constraint? ... //Sigma*x//

  • @HeLlo-ct1sf
    @HeLlo-ct1sf Год назад

    Yes. Ahmad's lectures are much more up to point than Stephen Boyd.

  • @abhijitmishra8442
    @abhijitmishra8442 3 года назад

    Thank you sir for this lecture. Sir how to specify the n-element vector C, as you said C=x/norm(x) in the cost (C^T)x which we want to minimize. As we want to minimize x we generally may not have its true vale of x for real measurements . Briefly speaking what should be the n-element vector C to be initialized in order to use it for coneprog function in matlab.

  • @gregory8988
    @gregory8988 3 года назад

    Could you tell to me book where you found robust LP conditions, please

  • @tuongnguyen9391
    @tuongnguyen9391 4 года назад

    How to use the trick at 3:31 for a maximization problem ?
    Would it be max c subject to f(x) >= C ?

  • @emersonmarkus4946
    @emersonmarkus4946 4 года назад +1

    ありがとうございました

    • @AhmadBazzi
      @AhmadBazzi  4 года назад

      とても温かい歓迎。

  • @taufikpil
    @taufikpil 4 года назад

    how come i got here from ovagames

  • @StephanieBrooke61
    @StephanieBrooke61 4 года назад

    wrong, such thing as interesx or not about it, or interesx thus hear more just toolx not thesex, any be any interesx no matter what, say/can say any no matter what, no such thing as tryx or etc

    • @mamunpk660
      @mamunpk660 Год назад

      what on earth is interesx ? The course is english, and I think your comment should be as well..

  • @MegaKhanaz
    @MegaKhanaz 4 года назад +2

    thank you sir, i had watch other lectures like boyd and others and they do not use you so much you saved my life and taught me a WILL SUPPORT YOU ON PATREON !!!

  • @danaarendt2107
    @danaarendt2107 4 года назад

    תודה

  • @98Jay98
    @98Jay98 4 года назад

    Спасибо

  • @vasileioskosmidis1421
    @vasileioskosmidis1421 Год назад

    Too much focus on algebraic manipulations that you are losing the big picture. Good Examples will help the presentation.