EE563 Convex OptimizationSpring 2020
Department of Electrical Engineering

Assignment  Due Date  Solutions 
Assignment 01  Feb. 12  Solutions 
Assignment 02  Mar. 02  Solutions 
Assignment 03  Mar. 02  Solutions 
Quiz  Solutions 
Quiz 01  Solutions 
Quiz 02  Solutions 
Quiz 03  Solutions 
Quiz 04  Solutions 
Quiz 05  Solutions 
Lecture 01
Course Introduction
Fundamental concepts
Lecture 02
Linear Algebra Review
Lecture 03
Linear Algebra Review
Convex Sets, Affine Sets, Hyperplane, Halfspaces
Lecture 04
Convex Sets, Balls, Cones, Convexity preseving operations on sets
Lecture 05
Generalized inequalities, Minimum and minimal elements, Dual cones
Lecture 06
Convex Functions, Firstoder and secondorder conditions
Lecture 07
Examples of convex functions, Connection between convex functions and convex sets
Lecture 08
Revisit Jensen inequality, Convexity preserveing operations
Lecture 09
Conjugate function, Quasiconvex functions, Logconcave functions, KConvexity
Lecture 11
Optimization Application: Beamforming for SNR maximization, Interference suppression and SINR maximization
Lecture 12
Optimization Application: Robust Beamforming. Optimization Problems Notation and Equivalent Formulation
Lecture 13
MidExam 1
Lecture 14
Optimization Problem Formulation, Equivalent Problems, Linear Program, LP Interpretation
Lecture 15
Application Examples of LP, Introduction to CVX, QP, Application of QP: LP with random costs
Lecture 16
QCQP, SOCP, Stochastic and Robust LP
Lecture 17
Application exampl