Professor Stephen Boyd, of the Stanford University Electrical Engineering department, lectures on duality in the realm of electrical engineering and how it is utilized in convex optimization for the course, Convex Optimization I (EE 364A).
Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering. Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
Complete Playlist for the Course:
http://www.youtube.com/view_play_list?p=3940DD956CDF0622
EE 364A Course Website:
http://www.stanford.edu/class/ee364
Stanford University:
http://www.stanford.edu/
Stanford University Channel on YouTube:
http://www.youtube.com/stanford/
Duration : 1:16:30