Stanford EE364A: Convex Optimization
课程简介
- 所属大学:Stanford
- 先修要求:Python,微积分,线性代数,概率论,数值分析
- 编程语言:Python
- 课程难度:🌟🌟🌟🌟🌟
- 预计学时:150 小时
Stephen Boyd 教授是凸优化领域的大牛,其编写的 Convex Optimization 这本教材被众多名校采用。另外其研究团队还专门开发了一个用于求解常见凸优化问题的编程框架,支持 Python, Julia 等主流编程语言,其课程作业也是采用这个编程框架去解决实际生活当中的凸优化问题。
在实际运用当中,你会深刻体会到对于同一个问题,建模过程中一个细小的改变,其方程的求解难度会有天壤之别,如何让你建模的方程是“凸”的,是一门艺术。
课程资源
- 课程网站:http://stanford.edu/class/ee364a/index.html
- 课程视频:https://www.bilibili.com/video/BV1aD4y1Q7aW
- 课程教材:Convex Optimization
- 课程作业:9 个 Python 编程作业
资源汇总
@PKUFlyingPig 在学习这门课中用到的所有资源和作业实现都汇总在 PKUFlyingPig/Standford_CVX101 - GitHub 中。
Stanford EE364A: Convex Optimization
Descriptions
- Offered by: Stanford
- Prerequisites: Python, Calculus, Linear Algebra, Probability Theory, Numerical Analysis
- Programming Languages: Python
- Difficulty: 🌟🌟🌟🌟🌟
- Class Hour: 150 hours
Professor Stephen Boyd is a great expert in the field of convex optimization and his textbook Convex Optimization has been adopted by many prestigious universities. His team has also developed a programming framework for solving common convex optimization problems in Python, Julia, and other popular programming languages, and its homework assignments also use this programming framework to solve real-life convex optimization problems.
In practice, you will deeply understand that for the same problem, a small change in the modeling process can make a world of difference in the difficulty of solving the equation. It is an art to make the equations you formulate "convex".
Course Resources
- Course Website: http://stanford.edu/class/ee364a/index.html
- Recordings: https://www.youtube.com/watch?v=VNON98dKjno&list=PLoCMsyE1cvdXeoqd1hGaMBsCAQQ6otUtO
- Textbook: Convex Optimization
- Assignments: refer to the course website
Personal Resources
All the resources and assignments used by @PKUFlyingPig in this course are maintained in PKUFlyingPic/Standford_CVX101 - GitHub