HOMEWORK, HW1, HW2, HW3, HW4, HW5,

1. Homework #1 (Revision) (homework pdf file and solutions pdf file)
   Comments by marker

   due by Wed. Jan 16, 1:30PM.
   • Reading: text Chapter 1, sections 1.1, 1.2.
   • References (FYI):
     • NEOS Guide Optimization Tree; FAQ on nonlinear programming. See also the new (will replace others) NEOS Wiki.
     • Portfolio Optimization: A Quadratic Programming Problem, at NEOS and the NEOS Server. Also try help quadprog in matlab and try the matlab file
     • And the Tartaglia problem matlab file
     • Also:!! Try help in matlab and open the optimization toolbox. you can then try e.g. the tutorial and look at examples. Also enter the command optimtool in MATLAB!!

2. Homework #2 (Optimality and Convexity) ( homework pdf file) and solutions pdf file)
   and Comments by marker

   due by Feb 4, by 1:30PM.
   • Reading: text complete Chapter 1 and from Chapter 2, sections~2.1,2.3,2.4,2.5.
   • References (FYI):
     • MATLAB 20-20/Introduction, an introduction to MATLAB with Optimization in mind.
     • Eigenvalues are an important tool in optimization. Eigenvalue Show; this is a matlab file called eigshow.m. This file provides an eigenvalue show that is both entertaining and informative. Other such MATLAB files are available. Here is a local online tutorial on MATLAB.
     • Introduction to Convex Optimization, course notes by Stephen Boyd, including Lagrangian duality, LP duality, interior-point methods, and semidefinite programming; see also Part 3 in the notes by Lieven Vandenberghe
     • Open Problem from Mathematics Web at Elsevier:
       Suppose that f maps the interval [0,1] to Rⁿ, is a continuous function, and maps every subinterval to a convex set.
       Is f([0,1]) a line segment?

3. Homework #3 (Convexity and Iterative Methods for Unconstrained Minimization) ( homework pdf file and solutions ) and Comments by marker (not available yet)

   due by Feb 27, by 1:30PM.

4. Homework #4 (Optimality Conditions ) ( homework pdf file) solutions and Comments by marker (not available yet)

   due by Mar 14, by 1:30PM.

5. Homework #5 (Optimality Conditions ) ( homework pdf file)
   Solutions

   due Friday Apr 4, by 1:30PM.