├── .gitignore ├── COMP6211E ├── lecture05-slides.pdf └── lecture06-slides.pdf ├── EE364a ├── intro.pdf └── sets.pdf ├── ELEC5470 ├── 01_slides_introduction.pdf ├── 02_slides_convex_functions.pdf ├── 02_slides_convex_sets.pdf ├── 03_slides_convex_problems.pdf ├── 04_Boyd_slides_approx_fitting.pdf ├── 05_slides_filter_design.pdf ├── 06_slides1_solvers_and_cvx.pdf ├── 06_slides2_cvx_tutorial.pdf ├── 06_slides3_cvx_examples.pdf ├── 06_slides4_cvx_overview.pdf ├── 07_slides_Lagrange_duality.pdf ├── 08_slides_IPM.pdf ├── 08_slides_unconstrained_minimiz.pdf ├── 09_slides_GP_and_power_control.pdf ├── 09_slides_MM_algorithms.pdf ├── 10_slides_index_tracking.pdf ├── 10_slides_sparsity_cvx_optim.pdf ├── 11_slides_SDP_relaxation.pdf ├── 11_slides_SVM.pdf ├── 12_slides_downlink_bf.pdf ├── 12_slides_portfolio.pdf ├── 13_slides_blind_separation_KenMa_Taiwan_course.pdf ├── 13_slides_low_rank_matrix_optim.pdf ├── 14_slides_NUM_decompositions.pdf ├── 14_slides_primaldual_decompositions.pdf └── 15_slides_optimizing_Internet.pdf ├── LICENSE ├── README.md ├── bv_cvxbook.pdf ├── bv_cvxbook_extra_exercises_20190419.pdf ├── bv_cvxslides.pdf └── extra_exercises_20200305.pdf /.gitignore: -------------------------------------------------------------------------------- 1 | # Node rules: 2 | ## Grunt intermediate storage (http://gruntjs.com/creating-plugins#storing-task-files) 3 | .grunt 4 | 5 | ## Dependency directory 6 | ## Commenting this out is preferred by some people, see 7 | ## https://docs.npmjs.com/misc/faq#should-i-check-my-node_modules-folder-into-git 8 | node_modules 9 | 10 | # Book build output 11 | _book 12 | 13 | # eBook build output 14 | # *.epub 15 | # *.mobi 16 | # *.pdf 17 | 18 | # macOS 19 | .DS_Store 20 | ._* 21 | 22 | *.out 23 | *.dSYM 24 | 25 | # Byte-compiled / optimized / DLL files 26 | __pycache__/ 27 | *.py[cod] 28 | *$py.class 29 | 30 | # C extensions 31 | *.so 32 | 33 | # Distribution / packaging 34 | .Python 35 | build/ 36 | develop-eggs/ 37 | dist/ 38 | downloads/ 39 | eggs/ 40 | .eggs/ 41 | lib/ 42 | lib64/ 43 | parts/ 44 | sdist/ 45 | var/ 46 | wheels/ 47 | *.egg-info/ 48 | .installed.cfg 49 | *.egg 50 | MANIFEST 51 | 52 | # PyInstaller 53 | # Usually these files are written by a python script from a template 54 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 55 | *.manifest 56 | *.spec 57 | 58 | # Installer logs 59 | pip-log.txt 60 | pip-delete-this-directory.txt 61 | 62 | # Unit test / coverage reports 63 | htmlcov/ 64 | .tox/ 65 | .coverage 66 | .coverage.* 67 | .cache 68 | nosetests.xml 69 | coverage.xml 70 | *.cover 71 | .hypothesis/ 72 | .pytest_cache/ 73 | 74 | # Translations 75 | *.mo 76 | *.pot 77 | 78 | # Django stuff: 79 | *.log 80 | local_settings.py 81 | db.sqlite3 82 | 83 | # Flask stuff: 84 | instance/ 85 | .webassets-cache 86 | 87 | # Scrapy stuff: 88 | .scrapy 89 | 90 | # Sphinx documentation 91 | docs/_build/ 92 | 93 | # PyBuilder 94 | target/ 95 | 96 | # Jupyter Notebook 97 | .ipynb_checkpoints 98 | 99 | # pyenv 100 | .python-version 101 | 102 | # celery beat schedule file 103 | celerybeat-schedule 104 | 105 | # SageMath parsed files 106 | *.sage.py 107 | 108 | # Environments 109 | .env 110 | .venv 111 | env/ 112 | venv/ 113 | ENV/ 114 | env.bak/ 115 | venv.bak/ 116 | 117 | # Spyder project settings 118 | .spyderproject 119 | .spyproject 120 | 121 | # Rope project settings 122 | .ropeproject 123 | 124 | # mkdocs documentation 125 | /site 126 | 127 | # mypy 128 | .mypy_cache/ 129 | 130 | 131 | # Prerequisites 132 | *.d 133 | 134 | # Compiled Object files 135 | *.slo 136 | *.lo 137 | *.o 138 | *.obj 139 | 140 | # Precompiled Headers 141 | *.gch 142 | *.pch 143 | 144 | # Compiled Dynamic libraries 145 | *.so 146 | *.dylib 147 | *.dll 148 | 149 | # Fortran module files 150 | *.mod 151 | *.smod 152 | 153 | # Compiled Static libraries 154 | *.lai 155 | *.la 156 | *.a 157 | *.lib 158 | 159 | # Executables 160 | *.exe 161 | *.out 162 | *.app 163 | -------------------------------------------------------------------------------- /COMP6211E/lecture05-slides.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/COMP6211E/lecture05-slides.pdf -------------------------------------------------------------------------------- /COMP6211E/lecture06-slides.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/COMP6211E/lecture06-slides.pdf -------------------------------------------------------------------------------- /EE364a/intro.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/EE364a/intro.pdf -------------------------------------------------------------------------------- /EE364a/sets.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/EE364a/sets.pdf -------------------------------------------------------------------------------- /ELEC5470/01_slides_introduction.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/01_slides_introduction.pdf -------------------------------------------------------------------------------- /ELEC5470/02_slides_convex_functions.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/02_slides_convex_functions.pdf -------------------------------------------------------------------------------- /ELEC5470/02_slides_convex_sets.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/02_slides_convex_sets.pdf -------------------------------------------------------------------------------- /ELEC5470/03_slides_convex_problems.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/03_slides_convex_problems.pdf -------------------------------------------------------------------------------- /ELEC5470/04_Boyd_slides_approx_fitting.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/04_Boyd_slides_approx_fitting.pdf -------------------------------------------------------------------------------- /ELEC5470/05_slides_filter_design.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/05_slides_filter_design.pdf -------------------------------------------------------------------------------- /ELEC5470/06_slides1_solvers_and_cvx.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/06_slides1_solvers_and_cvx.pdf -------------------------------------------------------------------------------- /ELEC5470/06_slides2_cvx_tutorial.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/06_slides2_cvx_tutorial.pdf -------------------------------------------------------------------------------- /ELEC5470/06_slides3_cvx_examples.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/06_slides3_cvx_examples.pdf -------------------------------------------------------------------------------- /ELEC5470/06_slides4_cvx_overview.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/06_slides4_cvx_overview.pdf -------------------------------------------------------------------------------- /ELEC5470/07_slides_Lagrange_duality.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/07_slides_Lagrange_duality.pdf -------------------------------------------------------------------------------- /ELEC5470/08_slides_IPM.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/08_slides_IPM.pdf -------------------------------------------------------------------------------- /ELEC5470/08_slides_unconstrained_minimiz.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/08_slides_unconstrained_minimiz.pdf -------------------------------------------------------------------------------- /ELEC5470/09_slides_GP_and_power_control.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/09_slides_GP_and_power_control.pdf -------------------------------------------------------------------------------- /ELEC5470/09_slides_MM_algorithms.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/09_slides_MM_algorithms.pdf -------------------------------------------------------------------------------- /ELEC5470/10_slides_index_tracking.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/10_slides_index_tracking.pdf -------------------------------------------------------------------------------- /ELEC5470/10_slides_sparsity_cvx_optim.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/10_slides_sparsity_cvx_optim.pdf -------------------------------------------------------------------------------- /ELEC5470/11_slides_SDP_relaxation.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/11_slides_SDP_relaxation.pdf -------------------------------------------------------------------------------- /ELEC5470/11_slides_SVM.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/11_slides_SVM.pdf -------------------------------------------------------------------------------- /ELEC5470/12_slides_downlink_bf.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/12_slides_downlink_bf.pdf -------------------------------------------------------------------------------- /ELEC5470/12_slides_portfolio.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/12_slides_portfolio.pdf -------------------------------------------------------------------------------- /ELEC5470/13_slides_blind_separation_KenMa_Taiwan_course.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/13_slides_blind_separation_KenMa_Taiwan_course.pdf -------------------------------------------------------------------------------- /ELEC5470/13_slides_low_rank_matrix_optim.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/13_slides_low_rank_matrix_optim.pdf -------------------------------------------------------------------------------- /ELEC5470/14_slides_NUM_decompositions.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/14_slides_NUM_decompositions.pdf -------------------------------------------------------------------------------- /ELEC5470/14_slides_primaldual_decompositions.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/14_slides_primaldual_decompositions.pdf -------------------------------------------------------------------------------- /ELEC5470/15_slides_optimizing_Internet.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/ELEC5470/15_slides_optimizing_Internet.pdf -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2019 Kelly Hwong 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # convex-hkust 2 | 3 | Convex courses in HKUST (Hong Kong University of Science and Technology), and also other schools. 4 | 5 | # References 6 | 7 | - Stanford EE364a: Convex Optimization I (http://web.stanford.edu/class/ee364a/lectures.html) 8 | - HKUST COMP6211E: Optimization for Machine Learning 9 | - HKUST ELEC5470: Convex Optimization (https://www.danielppalomar.com/elec5470---convex-optimization.html) 10 | -------------------------------------------------------------------------------- /bv_cvxbook.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/bv_cvxbook.pdf -------------------------------------------------------------------------------- /bv_cvxbook_extra_exercises_20190419.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/bv_cvxbook_extra_exercises_20190419.pdf -------------------------------------------------------------------------------- /bv_cvxslides.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/bv_cvxslides.pdf -------------------------------------------------------------------------------- /extra_exercises_20200305.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KellyHwong/convex-hkust/3fdc04d28bc04645dded8ed8cae9201f7eb9cae6/extra_exercises_20200305.pdf --------------------------------------------------------------------------------