Instructor:
Prof.
Lieven Vandenberghe
Office: 68-119 Engineering IV
Tel: (310) 206-1259
Email: vandenbe@ee.ucla.edu
Office hours: Wednesday 2-4PM.
Course material. The lecture notes are available from this website. The following books may be useful as optional reference texts:
Course requirements
Grading. Approximate weights: homework 30%, final exam 70%.
Prerequisites. Basic linear algebra (vectors, matrices, linear equations). The essential topics will be reviewed in the first lectures.
Approximate syllabus
Students who don't have the optimization toolbox can request a free semester license of the MOSEK optimization tools for Matlab (Click on "Trial license" in the left column of the MOSEK home page). MOSEK includes an LP solver linprog with the same calling sequence as Matlab's linprog.
You can also use the routine lp236a.m, a pure Matlab implementation of a primal-dual method. This code is less efficient and reliable than the MOSEK solver, but should be adequate for the purposes of this course.
The following Matlab packages allow you to specify and solve LPs using a very simple and intuitive description format: CVX (which includes the necessary solver) and YALMIP.