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

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How to Make Convex Programming Robust

Convex programming is built from an extremely small mathematical core right and the result is that with high probability it's actually correct now. CVX was not the first one I would say the first one was yelmip which was you know yet another LMI processor which precededCVX. The new languages support incredible abstraction that's awesome for people like us who use math to do practical things because it means you can express really complicated things or things that would be complicated in just a handful of lines of code.

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