Lecture 11: Sequential Convex Programming

The good news is that we can actually pull this off, I think, in one day. So we’re going to come back later. There’ll be several other lectures on problems that are not convex and various methods. There’s going to be a problem on reluxations. We’re going to have a whole study of L1 type methods for sparse solutions. Those will come later. But this is really our first foray outside of convex optimization. ... See the whole transcript at [[http://see.stanford.edu/materials/lsocoee364b/transcripts/ConvexOptimizationII-Lecture11.pdf|Convex Optimization II - Lecture 11]]