6.079 | Fall 2009 | Undergraduate
Introduction to Convex Optimization

Assignments

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)

 
Course Info
Learning Resource Types
grading Exams
notes Lecture Notes
assignment Programming Assignments