This section contains the weekly homework assignments for the course, which consist of problems from the course textbook, Convex Analysis and Optimization, by Dimitri P. Bertsekas, 2003, Athena Scientific, ISBN:1-886529-45-0. The solutions to these problems are available on the publisher's web site.

Homework 1: 1.3, 1.4, 1.13, 1.18, 1.20

Homework 2: 1.28, 1.30, 1.35, 2.1, 2.3, 2.8 (a) and first condition of (b)

Homework 3: 2.9, 2.21

Homework 4: 2.18, 2.22-25

Homework 5: 3.8, 3.9, 3.13, 3.14, 3.16, 3.26 (a)

Homework 6: 3.17, 3.28, 4.15, 4.16

Homework 7: 4.25-27

Homework 8: 5.4, 5.6, 5.9, 5.11

Homework 9: 6.1, 6.2, 6.6, 6.14

Homework 10: 7.1, 7.5, 7.9