ECE236B - Convex Optimization (Spring Quarter 2017-18)

The ECE236B course material for the Spring 2018 Quarter is made available on this website. For other course information, homework solutions, and syllabus, please consult the CCLE course website.

Lecture notes

  1. Introduction

  2. Convex sets

  3. Convex functions

  4. Convex optimization problems

  5. Duality

  6. Approximation and fitting

  7. Statistical estimation

  8. Geometric problems

  9. Numerical linear algebra background

  10. Unconstrained minimization

  11. Equality constrained minimization

  12. Interior-point methods

  13. Conclusions

Homework

Exercise numbers with prefix ’T’ refer to the textbook. Exercise numbers with prefix ’A’ refer to the collection of additional exercises (last revised on 4/3).

Homework is due at 4PM on the due date. It can be submitted at the start of the lecture or in the ECE236B homework box in the TA meeting room (67-112 Engineering 4).

Homework solutions are posted on the CCLE course website. Grades are posted on MyUCLA.

Textbook

The textbook is Convex Optimization, available online and in hard copy at the UCLA bookstore. The following books are useful as reference texts.

Software

We will use CVX, a MATLAB software package for convex optimization. Python users are welcome to use CVXPY instead of MATLAB and CVX.