ECE 271A - PRINCIPLES OF OPTIMIZATION

Instructor: Dr. Yasamin Mostofi

Time: MW 12:30-1:45pm, Spring 2014

Place: PHELP 1425

Course description:

This course allows you to identify convex optimization problems and develop the foundational tools in this area.

Prerequisites:

Good understanding of linear systems and matrix analysis.

Instructor Information:

Instructor: Professor Yasamin Mostofi
Office: HFH 5121
Email: ymostofi[at]ece[dot]ucsb[dot]edu
Office Hour: Mondays 4:00pm-5pm

Textbook:

Convex Optimization, by Stephen Boyd and Lieven Vandenberghe, Cambridge University Press

Supplementary Reading:

Matrix Analysis, Horn and Johnson

Grading:

Homework 30% (no collaboration allowed, late HW loses 25% per day), Midterm 40%, Final project 30%

Homeworks (all from Convex Optimization Book and the corresponding additional problems)

  1. Homework 1: 2.5, 2.7, 2.12, 2.15, 2.23, 2.28 (due Wednesday April 16 in class)
  2. Homework 2 due by noon on Friday April 25 in HFH 4148A, for CVX questions, email Herbert at HongCai1991@gmail.com, you do not need to do 4.1 or the last problem for this week.
  3. Homework 3 NOTE: Please add 4.1 and the last problem of last week (no need to if you have already submitted them). Due by noon on Friday May 9 in HFH 4148A. For CVX questions, email Herbert at HongCai1991@gmail.com.
  4. Homework 4 . You need to download and use cens_fit_data.m and quad_metric_data.m , due noon on Friday May 16 in HFH 4148A. For CVX questions, email Herbert at HongCai1991@gmail.com.
  5. Homework 5 Due Wednesday May 28 in the class. For CVX questions, email Herbert at HongCai1991@gmail.com.
  6. Homework 6 Due 5pm Friday June 6 in HFH 4148A. For CVX questions, email Herbert at HongCai1991@gmail.com.