Homework 3 (due 1/29). Exercises T3.19(a), A2.3, A2.10, A2.20, A2.26, A5.4. (Note that the 3rd sentence in problem A2.26 is incomplete: ‘where ’ should be: ‘where is the identity matrix’.)
Homework is due at 4PM on the due date. It can be submitted in the 236B homework box in the TA meeting room (67-112 Engineering 4).
Homework solutions and grades are posted on the EEweb course website. (Follow the links to “Assignments” or “Grades”.)
Lectures: Boelter 5440, Tuesday & Thursday 10:00-11:50AM.
Textbook 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).
J. M. Borwein and A. S. Lewis, Convex Analysis and Nonlinear Optimization (Springer).
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).
Course requirements. Weekly homework assignments; open-book final exam on Monday, March 16, 8:00-11:00 AM. The weights in the final grade are: homework 20%, final exam 80%.