Homework 1 (due Friday 1/20). Exercises T2.7, T2.12 (d,e,g), T2.16,
and two additional problems. The additional
problems requires the MATLAB
files circlefit.m and
Note the typo in T2.16: should be .
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 will be posted on the EEweb course website. (Follow the links to “Assignments” or “Grades”.)
Lectures: Kinsey 1200B, Tuesday & Thursday 16:00-17:50PM.
Discussion: Boelter 3400, Friday 15:00-15:50PM.
Prof. Vandenberghe: Wednesday 14:00-16:00, Rm 66-147L Eng. 4.
Xin Jiang: Thursday 11:00-12:00, Rm 67-112 Eng. 4.
Hemant Saggar: Monday 11:00-12:00, Rm 67-112 Eng. 4.
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 Wednesday, March 22, 11:30AM-14:30 PM. The weights in the final grade are: homework 20%, final exam 80%.