This bootcamp explores the wide world of mathematical optimization, specifically for applications in machine learning, control theory, and inverse problems. This closely follows the textbook "Optimization: A Bootcamp for Machine Learning, Inverse Problems, and Control" (https://www.amazon.com/Optimization-Bootcamp-Machine-Learning-Problems/dp/1009755862)
Curated by: Steve Brunton (44 videos)
This video introduces some of the important properties of convex functions, focusing on the effect of linear transformations and composition on function convexity. This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company. %%% CHAPTERS %%% 00:00 Sum of Convex Functions 01:21 Negative of a Convex Function 02:21 Convex Function over an Affine Transformation 03:55 Pointwise Maximum of Convex Functions 05:20 Convexity & Function Composition 08:51 Example Function Compositions 10:08 Summary & Outro