Many of the homework exercises are taken from the course textbook:
Boyd, Stephen, and Lieven Vanderberghe. Convex Optimization. Cambridge, UK: Cambridge University Press, 2004. ISBN: 9780521833783.
| HW # | ASSIGNMENTS | SUPPORTING FILES |
|---|---|---|
| 1 | Exercises 2.1, 2.9, 2.12a-d and 2.12g, 2.15a-g, 2.28, 3.2, and 3.15 from the textbook. | |
| 2 | Exercises 3.10, 3.16, 3.24, 3.36a, 4.1, 4.3, 4.4 from the textbook. In addition, try out CVX on the problems in 4.1 and 4.3, checking that results are consistent with your (analytical) solutions. | |
| 3 |
Part 1: Exercises 3.42, 3.48, 3.49a-c, 4.8a-e, and 4.17 from the textbook. Part 2 (PDF) | |
| 4 |
Part 1: Exercises 3.57, 4.13, 4.16, 4.43, and 5.1 from the textbook. Part 2 (PDF) | simple_portfolio_data.m (M) |
| 5 |
Part 1: Exercises 4.15, 5.5, 5.13, and 6.9 from the textbook. Part 2 (PDF) | |
| 6 |
Part 1: Exercises 5.14, 5.27, 5.38, and 7.1 from the textbook. Part 2 (PDF) | planning_data.m (M) |
| 7 |
Part 1: Exercises 7.7 and 8.8 from the textbook. Part 2 (PDF) |
sparse_lds_data.m (M) team_data.m (M) sep3way_data.m (M) |
| 8 | (PDF) |
conf_map_data.m (M) rel_pwr_flow_data.m (M) energy_portfolio_data.m (M) |
| 9 |
(PDF) | nonlin_meas_data.m (M) |
| 10 |
Part 1: Exercises 9.30 and 9.31 in the textbook. Part 1 notes (PDF) Part 2 (PDF) |