Homework 3 (due Thursday 2/4). Exercises T3.2, T3.19 (a), T3.23 (a), T3.55, A2.10, A2.20 (b), A2.21, A3.17 and two additional problems.
Homework 4 (due 2/11). Exercises A3.5, T4.13, T4.21 (b), A3.29, T4.25, A3.21, A7.9.
Homework 5 (due 2/18). Exercises T4.43 (b, c), A3.11, A3.12, T5.12, T5.21 (a,b,c), and an additional problem.
Homework is due at 4PM on the due date. It can be submitted at the start of the lecture or in the EE236B 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: Franz Hall 1260, Tuesday & Thursday 16:00-17:50PM.
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 Tuesday, March 15, 3:00-6:00 PM. The weights in the final grade are: homework 20%, final exam 80%.