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

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The Importance of Convex Optimization in LMIs

In the 40s people had worked out like really cool ways to solve these inequalities right very simple ones. In the 70s there were some papers in the Soviet Union about directly solving to find one of these you know dissipated quantities or a so-called Lyapunov function by numerical methods. I think that's that's super interesting and it predates the term semi-definite programming so we have some bizarre name for it like the eigen value problem.

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