Homework 3 (due 1/30). Exercises T3.2, T3.19 (a), A2.5 (a,b), A2.21, A2.23, A5.4.
Homework 4 (due 2/6). Exercises T4.21 (a), A3.21, A7.9, A12.6, A2.28.
Homework 5 (due 2/13). Exercises T4.25, A5.9, A14.4, A14.3, A3.13, and two additional problems.
Homework 6 (due Wednesday 2/26). Exercises T5.21 (a,b,c), T5.26, T5.29, A4.4, A4.14, A4.20, A4.22.
Homework 7 (due 3/5). Exercises A4.10, T5.30, A4.17, A6.1, A6.5, A7.1. Problem A6.5 requires the file nonlin_meas_data.m.
Homework 8 (due 3/12). Exercise A8.9 (requires the file one_bit_meas_data.m).
Homework is due at 4PM on the due date. It can be submitted in class or using the 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 2444, Monday & Wednesday 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 (optional) 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 17, 3:00-6:00 PM. The weights in the final grade are: homework 20%, final exam 80%.
Software. We will use CVX, a MATLAB software package for convex optimization.