Convex Optimization - last lecture at Stanford

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Last Lecture of a decade

I attended Stephen Boyd's class on Convex Optimization in 1999. At that time, there was no book; just Boyd's lecture notes and figures drawn free hand. Boyd said there were about 100 people in the world who understood the topic.

I attended Boyd's class again in 2009. By this time, that number had risen to 1000 in his estimation.

It was fascinating to witness evolution of his Course at Stanford over that ten year period; but more fascinating were the last 10 minutes of this last class.

Perhaps because the lecture was not taped, he revealed more about his personal experiences than he may have otherwise. Certainly, this was something he had not revealed throughout the foregoing lectures that he decided to reveal then...


Stephen Boyd did not invent Convex Optimization, but he probably deserves most of the credit for its popularization for two reasons:

  • Boyd was able to interpret and distill the complicated mathematics of Convex Analysis and then present its essence in a way that is accessible to engineers. His original motivation for doing so was because he perceived its potential applicability to the Electrical Engineering discipline of Control Theory.
  • Boyd demonstrated applications of Convex Optimization both in Control Theory and Circuit Analysis to which he made important contributions; some of which bear his name.

The consequence of his efforts is to bring an obscure topic mainstream (now a mandatory course at Stanford), and he has the most successful and widely read book on the subject (reckoning, since 2004.

the revelation

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