A gentle and visual introduction to the topic of Convex Optimization. (1/3)



This video is the first of a series of three. The plan is as follows:

Part 1: What is (Mathematical) Optimization? (   • What Is Mathematical Optimization?  )
Part 2: Convexity and the Principle of (Lagrangian) Duality (   • Convexity and The Principle of Duality  )
Part 3: Algorithms for Convex Optimization (Interior Point Methods). (   • The Karush–Kuhn–Tucker (KKT)  Conditi...  )


Typos:
8:34, The matrix A should be of size nxm, and the vector b should be of size 1xm.



Timestamps:

0:00 Intro
2:50 What is optimization?
06:00 Linear programs
8:19 Linear regression
9:32 (Markovitz) Portfolio optimization
10:00 Conclusion



Credit:
Manim and Python : https://github.com/3b1b/manim
Blender3D: https://www.blender.org/
Emacs: https://www.gnu.org/software/emacs/


This video would not have been possible without the help of Gökçe Dayanıklı.


Music

Sneaky Snitch by Kevin MacLeod
Link: https://incompetech.filmmusic.io/song...
License: https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense

Carefree by Kevin MacLeod
Link: https://incompetech.filmmusic.io/song...
License: https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense


Funkorama by Kevin MacLeod
Link: https://incompetech.filmmusic.io/song...
License: https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense'>https://filmmusic.io/standardlicense