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
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







![Measure-preserving EDMD: A 4-line structure-preserving & convergent DMD algorithm!
Research Abstract by Matt Colbrook, Cambridge University
We introduce measure-preserving extended dynamic mode decomposition (mpEDMD), a data-driven algorithm that enforces measure-preserving truncations of Koopman operators using a general dictionary of observables. It is flexible and easy to use with any pre-existing DMD-type method and with different data types. As well as convergence to the spectral properties of the underlying Koopman operator (for general measure-preserving dynamical systems), mpEDMD has improved stability and qualitative behavior of trajectories. For delay embedding, mpEDMD even comes with explicit convergence rates as the size of the dictionary increases. We demonstrate mpEDMD on a range of challenging examples, its increased robustness to noise compared with other DMD-type methods, and its ability to capture the energy conservation and statistics of a turbulent boundary layer flow with Reynolds number greater than 60,000 and state-space dimension greater than 100,000.
http://www.damtp.cam.ac.uk/user/mjc249/pdfs/mpEDMD.pdf [damtp.cam.ac.uk] Measure-preserving EDMD: A 4-line structure-preserving & convergent DMD algorithm!](https://i.ytimg.com/vi/Xt3vS_hhBm8/mqdefault.jpg)


