AdditionalExercisesfor ConvexOptimization

Additional Exercises for convex optimization Stephen Boyd Lieven Vandenberghe January 11, 2022. This is a collection of additional exercises, meant to supplement those found in the book convex optimization , by Stephen Boyd and Lieven Vandenberghe. These exercises were used in several courses on convex optimization , EE364a (Stanford), EE236b (UCLA), or (MIT), usually for homework, but sometimes as exam questions. Some of the exercises were originally written for the book, but were removed at some point. Many of them include a computational component using one of the software packages for convex optimization : CVXPY (Python), (Julia), CVX (Matlab), or CVXR (R). We refer to these collectively as CVX*. (Some problems have not yet been updated for all languages.)

3 Convex functions 8 4 Convex optimization problems 24 5 Duality 45 6 Approximation and fitting 66 7 Statistical estimation 88 8 Geometry 111 9 Unconstrained minimization 129 10 Equality constrained minimization 135 11 Interior-point methods 138 12 Mathematical background 148 13 Numerical linear algebra 150 14 Circuit design 151

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  Linear, Optimization, Convex, Algebra, Linear algebra, Convex optimization, Convexoptimization

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