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ep10 - Stephen Boyd: Linear Matrix Inequalities, Convex Optimization, Disciplined Convex Programming, Rock & Roll

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Convex Optimization Control Policies

I was going around being a pain in the ass to people about convex optimization both before the development of these tools and after. I'd go somewhere and someone would say like okay here's my problem and I want to do X, Y, and Z and I'd come up to them afterwards saying hey guess what your problem convex optimization program. The idea behind discipline convex programming is this it is a system for basically normal people or relatively normal people to be able to specify and then solve a very wide variety of convex optimization problems. We will faithfully translate your problem to a standard form problem and solve it globally and give you the solution right that's the contract. In most cases solving

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