Linear Systems and Optimization |
Convex Optimization I
Assignments
Reading Assignments
Unless otherwise noted, all reading assignments are from the textbook. Copyright in this book is held by Cambridge University Press.| Readings | Due Date |
|---|---|
| Chapters 1 and 2 | Lecture 4 |
| Chapters 3 and 4 | Lecture 6 |
| CVX Users' Guide | Lecture 8 |
| Chapter 5 | Lecture 10 |
| Chapters 6 and 7 | Lecture 12 |
| Chapter 8 and appendix C | Lecture 14 |
| Chapter 9 | Lecture 16 |
| Chapters 10 and 11 | Lecture 18 |
Homework Assignments
All numbered exercises are from the textbook. Copyright in this book is held by Cambridge University Press.
You will sometimes need to download Matlab files.
| Assignment | Exercises | Solutions | Due Date |
|---|---|---|---|
| Homework 1 | 2.1, 2.2, 2.5, 2.7, 2.8, 2.11, 2.12, and 2.15 | Solutions | Lecture 4 |
| Homework 2 | 2.28, 2.33, 3.2, 3.5, 3.6, 3.15, 3.16(b-e), 3.18(b), 3.24(f-h), 3.36(a,d) Hint for 3.5: For each is convex
in and
thus
is a convex function of .
|
Solutions | Lecture 6 |
| Homework 3 | 3.42, 3.54, 3.57, 4.1, 4.4, 4.8(a-e), 4.17, and some additional exercises | Solutions | Lecture 8 |
| Homework 4 | 4.11, 4.16, 4.29, 4.30, 5.1, and some additional exercises
Hint for 4.29: The condition is: There exists a feasible |
Solutions | Lecture 10 |
| Homework 5 | 4.15, 4.60, 5.13, 6.2, and some additional exercises | Solutions | Lecture 12 |
| Homework 6 | 6.9, and some additional exercises. You will also need to download flowgray.png
Warning. Early printings of the book contain an error in the formulation of the A-optimal experiment design problem. See the book errata page |
Solutions | Lecture 14 |
| Homework 7 | 8.16, 9.30, 9.31 and some additional exercises (which include some hints for 9.30 and 9.31). | Solutions | Lecture 16 |
| Homework 8 | 9.8, 10.1a, 11.13, and some additional exercises | Solutions | Lecture 19 |
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is convex
in
and
thus
is a convex function of
.