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 proves that intersections of convex sets are also convex. The proof is helpful to understand the mechanics of convexity. This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company. %%% CHAPTERS %%% 00:00 Intro 03:46 Problem Statement 04:38 Proof 08:47 Outro