Lecture 17 | Convex Optimization I (Stanford)

[@shiv093]

0:42 Newton step 2:10 Newton's method with equality constraints 6:00 Newton step at infeasible points 11:19 Infeasible start Newton Method 17:59 Solving KKT systems 25:47 Equality constrained analytic centering 37:34 complexity per iteration of three methods is identical 43:10 Network flow optimization 55:40 Analytic center of Linear Matrix Inequality 1:02:29 solution by block elimination 1:04:30 Inequality constraint minimization 1:09:10 Examples 1:11:01 Logarithmic barrier

[@danielseita5552]

These videos are extremely helpful. Thank you for posting these!

[@shupengwei9419]

1:04:30 chapter 12

[@ArnabJoardar]

Which book are you referring to? The book here (web.stanford.edu/~boyd/cvxbook/) only has 11 chapters and at 1:04:30, it should be referring to the 11th Chapter.

[@slippinchillin]

Will BFGS find feasible solution just like Newton's Method if I replace the Hessian with H in the infeasible point method?

[@annawilson3824]

13:44

[@danarajan]

Thank you