Exercise numbers with prefix ’T’ refer to the textbook. Exercise numbers with prefix ’A’ refer to the collection of additional exercises on the textbook page.
Homework 1 (due 1/19). Exercises A10.1, A1.6 (a,b), T2.9 (a), T2.12 (d,e,g) plus an additional problem. The additional problem requires the MATLAB file illumdata.m.
Homework 2 (due 1/26). Exercises T2.37 (b,c), A2.10, T3.19 (a), T3.22 (e), A5.8, and two additional problems. Problem A5.8 requires the files spline_data.m and bsplines.m.
Homework 3 (due 2/2). Exercises T3.2, A2.20, A2.21, T3.55, T4.1 (a,d,e), T4.5, A3.20. Problem A3.20 requires the file veh_speed_sched_data.m.
Homework 4 (due 2/9). Exercises T4.13, T4.16, A3.6, T4.21 (b), T4.26 (b), A7.9, A7.17. Problem A7.17 requires the file sphere_fit_data.m.
Homework 5 (due 2/16). Exercises T4.27, A3.21 (a,b), A3.25, A3.11, A3.12, A5.9, and an additional problem.
Homework 6 (due 2/23). Exercises T5.6, T5.17, T5.21, T5.26, A4.3, A4.14, A4.15, A.4.4.
Homework 7 (due 3/1). Exercises A4.20, A4.17, A4.10, A5.4, A6.5. Problem A6.5 requires the file nonlin_meas_data.m.
Homework 8 (due 3/8). Exercises A7.1, A7.6, A8.1. Exercise A7.6 requires the file sp_ln_sp_data.m.
Homework 9 (due 3/15). Exercise A8.8. The problem requires the file one_bit_meas_data.m.
Homework solutions and grades are posted on the EEweb course website. (Follow the links to “Assignments” or “Grades”.)
Lectures: Boelter 2760. Tuesday & Thursday 10:00-11:50AM.
Textbook The textbook is Convex Optimization, available online and in hard copy at the UCLA bookstore. Some books that can serve as secondary (optional) reference texts are:
A. Ben-Tal and A. Nemirovski, Lectures on Modern Convex Optimization, Society for Industrial and Applied Mathematics.
D. Bertsekas, A. Nedic, A.E. Ozdaglar, Convex Analysis and Optimization, Athena Scientific.
D. Bertsekas, Convex Optimization Theory, Athena Scientific.
Y. Nesterov, Introductory Lectures on Convex Optimization: A Basic Course, Kluwer.
J.B. Hiriart-Urruty and C. Lemarechal, Convex Analysis and Minimization Algorithms, Springer.
J. M. Borwein and A. S. Lewis, Convex Analysis and Nonlinear Optimization, Springer.
J. Nocedal and S. Wright, Numerical Optimization, Springer.
Course requirements. Weekly homework assignments; open-book final exam on Tuesday, March 20, 3:00-6:00PM. The weights in the final grade are: homework 20%, final exam 80%.
Software. We will use CVX. a MATLAB software package for convex optimization.