ESE 605-001: Modern Convex Optimization Spring 2021
Homework 4
Assigned: 03/22/2022 Due: 04/08/2021
Homework must be LATEX’d or it will not be graded.
You are expected to provide complete and rigorous solutions to all questions. Do not leave portions of
your solutions as “exercises for the grader.” If you use external resources please be sure to cite them.
Problems with an A preceding the number are from the additional exercises https://web.stanford.edu/
~boyd/cvxbook/bv_cvxbook_extra_exercises.pdf. Some of the homework problems will require data-files
that can be found here https://web.stanford.edu/~boyd/cvxbook/cvxbook_additional_exercises/.
For computational exercises, in addition to the answers requested in the problem statements, please
provide a printout of your code as well as a printout of the output of your CVX* optimization program.
Problems from Boyd & Vandenberghe: 5.13, 5.17, 5.21, 5.24, 5.31, 6.7(a,b), A6.19, A7.3, A7.7, A7.21,
A7.37
Bonus questions: Bonus questions are completely optional. If a certain threshold of correctness is ex-
ceeded, you will earn up to an additional 2 marks per question on your assignment grade. These are fun,
challenging problems, and we ask that you try your best to get as far into the proofs/answers as you can
without consulting any outside sources! Once you get stuck, indicate the point at which you were stuck in
your solutions with a “I made it this far on my own,” after which, you should indicate what outside
source you consulted in order to finish the problem, in accordance with the Penn Academic Integrity policy.
1. Additional Exercises A6.5
2. Additional Exercises A7.13
1