EE364a: Convex Optimization I

Stanford University, Summer Quarter 2018
Instructor: Reese Pathak

Homework will be assigned weekly on Wednesdays or Fridays. They are due a week later at 5pm on Gradescope. Students enrolled for the course by the first lecture were automatically enrolled for Gradescope. If for some reason you were not, please use MN8KWG to enroll on Gradescope. For problems that require you to code, you must submit your source code in addition to any generated figures or output required for your solution.

All numbered exercises are from the textbook; exercises which start with ‘A’ are from the set of additional exercises posted on the textbook website. Data files for the additional exercises can be found on the textbook page. Access to solutions requires SUNetID (Stanford University Network ID) to log in.

Some assignments require you to use convex programming software such as CVX, CVXPY, or Convex.jl (which we refer to as CVX*). The bottom of this page has some helpful CVX* references.

Homework assignments

  • Homework 1, due Wednesday 7/4/18: 2.10, 2.12, 2.24, 2.28, 3.16, 3.22, 3.45, A1.7. Solutions.

  • Homework 2, due Wednesday 7/11/18: 2.9(a, b), 2.15, 3.18, 3.24, 4.1, A3.2, A3.3(a, e, f, g), A10.2. Solutions.

  • Homework 3, due Friday 7/20/18: 3.13, 3.36(a-d), 4.9, 4.11, 5.13, A3.8, A3.26, A4.5, A16.9. Solutions.

  • Homework 4, due Friday 7/27/18: 5.27, 6.2, 6.6(a,b), 6.9, 7.3, A3.18, A3.20, A5.2, A13.3. Solutions.

  • Homework 5, due Friday 8/3/18: 5.5, 8.16, A5.5, A12.9, A13.14, A13.16, A15.4. Solutions.

  • Homework 6, (last one) due Friday 8/10/18: 9.23, 9.30, 9.31, 10.2, A6.5, A9.5 Solutions.

CVX* tutorials and references:

We encourage you to take a look at the following material and webpages linked on the course webpage for CVX*.

  1. Disciplined convex programming and CVX

  2. CVX slides (code)

  3. CVX demo video

  4. Convex.jl slides

  5. CVXPY tutorial website.