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 lecture introduces the relationship between convex sets and their dual space of supporting hyperplanes. Dual spaces will be important in constrained optimization. This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company. %%% CHAPTERS %%% 00:00 Intro 03:00 Universality of Supporting Hyperplanes 05:08 The Dual and Non-Convex Sets 07:37 Outro