Prof. L. Vandenberghe, UCLA

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.

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 1 (due Wednesday 4/11). Problems 1 and 3 require the MATLAB files

`circlefit.m`and`illumdata.m`.Homework 2 (due 4/18). Problem A5.8 requires the files

`spline_data.m`and`bsplines.m`.Homework 3 (due 4/25).

Homework 4 (due 5/2).

Homework 5 (due 5/9). Problem A14.8 requires the file

`spacecraft_landing_data.m`.Homework 6 (due 5/16).

Homework 7 (due 5/23).

Homework 8 (due 5/30). Exercise A6.5 requires the file

`nonlin_meas_data.m`.Homework 9 (due 6/6). Exercise A8.9 requires

`one_bit_meas_data.m`.

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.

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

A. Ben-Tal and A. Nemirovski,

*Lectures on Modern Convex Optimization*(SIAM).D. Bertsekas, A. Nedic, A.E. Ozdaglar,

*Convex Analysis and Optimization*(Athena Scientific).D. Bertsekas,

*Convex Optimization Theory*(Athena Scientific).G. Calafiore and L. El Ghaoui,

*Optimization Models*(Cambridge).J.B. Hiriart-Urruty and C. Lemarechal,

*Convex Analysis and Minimization Algorithms*(Springer).D. Luenberger and Y. Ye,

*Linear and Nonlinear Programming*(Springer).Y. Nesterov,

*Introductory Lectures on Convex Optimization: A Basic Course*(Kluwer).J. Nocedal and S. Wright,

*Numerical Optimization*(Springer).

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