SE/EC/ME 724 Spring 13
Boston University
College of Engineering
Problem Set 4
(Lagrange Multiplier Theory)
Due: Tuesday, March 19, 2013
Problem 1: Exercise 3.1.1(b) of [Ber]
Problem 2: Exercise 3.1.4 of [Ber]
Problem 3: Exercise 3.1.5 of [Ber]
Problem 4:

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Spring 13
Boston University
College of Engineering
Prof. Yannis Paschalidis
Problem Set 3
(Optimization over a convex set)
Due: Tuesday March 5, 2013
Problem 1: Exercise 2.1.1 of [Ber]
Hint: There are two cases: z1 , z2 might either be on opp

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Spring 13
Boston University
College of Engineering
Prof. Yannis Paschalidis
Problem Set 5
(Lagrange Multiplier Methods)
Due: Tuesday, April 2, 2013
Problem 1
Consider the optimization problem
1
minimize c x + x Qx
2
subject to Ax = b
x 0,
whe

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

SE/EC/ME 724 Advanced Optimization Theory
and Methods
Yannis Paschalidis
[email protected], http:/ionia.bu.edu/
Department of Electrical and Computer Engineering,
Division of Systems Engineering, and
Center for Information and Systems Engineering,
Boston Uni

EC/SE 724 Spring 13
Boston University
College of Engineering
Prof. Yannis Paschalidis
Problem Set 1
(Convexity and Optimality conditions for unconstrained optimization)
Due: Tuesday, February 5, 2013
Note: I will be referring to the textbook as [Ber].
Pro

SE/EC/ME 724 Spring 13
Boston University
College of Engineering
Prof. Yannis Paschalidis
Problem Set 6
(Duality Theory)
Due: Friday, April 19, 2013
Problem 1: Exercise 5.1.1 of [Ber]
Problem 2: Exercise 5.1.2 of [Ber]
Problem 3: Exercise 5.3.4 of [Ber]
Pr

EC/SE 724 Spring 13
Boston University
College of Engineering
Prof. Yannis Paschalidis
Problem Set 2
(Gradient methods for unconstrained optimization)
Due: Tuesday, February 19, 2013
Note: I will be referring to the textbook as [Ber].
Problem 1: Exercise 1

SE/EC/ME 724 Spring 13
Boston University
College of Engineering
Prof. Yannis Paschalidis
Term Project
Due: April 30, 2013 (written report and 10-min oral presentation)
As we have discussed and agreed, in an advanced graduate course as SE/EC 724 a final co