Convex Optimization I: Stanford Lecture 1

HN recommends Boyd's lectures as a fantastic, often funny follow-up to linear algebra and as a step in machine learning study paths.

The introductory lecture of Stephen Boyd's Stanford Convex Optimization I course (EE 364A). It outlines convex sets, functions and problems, and the course's coverage of least-squares, linear and semidefinite programming, duality and interior-point methods.