The Anatomy of an Optimization Problem @Eigensteve
The Anatomy of an Optimization Problem  @Eigensteve
Uploaded July 2026 | Updated September 2026, 2 weeks ago
This lecture breaks down the components of an optimization problem while exploring how variations in each component lead to the problem categories and challenges that will be explored over the course of the lecture series.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company.

%%% CHAPTERS %%%
00:00 Intro
01:26 The Objective Function
03:18 Constraint Equations
04:50 Min vs ArgMin
06:53 Convex vs Non-Convex Objectives
09:56 The Gradient of f
12:02 Convex vs Non-Convex Feasible Regions
13:00 Matrix Systems of Linear Inequalities
14:43 Convex Polytopes
16:01 Slack Variable Form
17:16 Non-Linear Constraints
18:07 Challenges in Optimization
22:32 Linear & Quadratic Programming
24:56 Outro
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Steve Brunton |

The Anatomy of an Optimization Problem

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