# Linear programming / linear optimization video lectures?

Is there a good set of linear programming / linear optimization video lectures somewhere?

I found "Linear programming and Extensions" by Prof. Prabha Sharma, Department of Mathematics and Statistics, Indian Institute of Technology Kanpur.

Are there other good ones? Thanks.

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Syllabus for Prof. Prabha Sharma's course: nptel.iitm.ac.in/syllabus/syllabus.php?subjectId=111104027 – dwstu Oct 21 '12 at 15:43

## 1 Answer

Boyd's Convex Optimization lectures are a good resource.

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What's the key difference between convex optimization and linear optimization? @littleO – dwstu Oct 21 '12 at 11:56
Thanks @littleO for the link to Prof Stephen Boyd's convex optimization video lectures. In Boyd's book titled Convex Optimization, it is said that: *Convex optimization is a special class of mathematical optimization problems, which includes least-squares and linear programming problems. *We can consider convex optimization to be a generalization of linear programming. *Two very widely known and used special subclasses of convex optimization: least-squares and linear programming. – dwstu Oct 21 '12 at 17:06
Bertsimas' text Introduction to Linear Optimization, p. 17: "linear programming can be used to solve problems with piecewise linear convex cost functions, and the latter class of functions can be used as an approximation of more general convex cost functions. On the other hand, such a piecewise linear approximation is not always a good idea because it can turn a smooth function into a nonsmooth one (piecewise linear functions have discontinuous derivatives)." – dwstu Oct 28 '12 at 5:29