ELEG 5481 Signal Processing Optimization Techniques

Assignments & Projects

Information:

The solutions of homework 3 and 4 have been posted. (20/Dec./2010)

The lecture notes on SDP rank reduction and interior-point methods have been posted. (29/Nov./2010)

This Friday (Dec. 3), the class will be from 2:30pm to at most 3:45pm. We’ll go through dynamic spectrum management and decomposition methods. And then we will go through interior-point methods. (29/Nov./2010)

The project deadline has been extended to 5:00pm, Dec. 17. (29/Nov./2010)

The second session of the guest lecture will be on 22, Dec. 2010 at ERB 713, starting from 9:30am to 12:15pm. (25/Nov./2010)

The guest lecture slides have been posted. (18/Nov./2010)

The slides of duality have been posted. (12/Nov./2010)

Assignment 4 has been posted. Note that the submission deadline is 5:00pm, Nov. 29, 2010. (12/Nov./2010)

The slides on “QCQP&SDR” and “Subgradient methods” for Lecture 10 and 11 are ready for downloading. (12/Nov./2010)

The course project description has been posted, and some additional materials on Convex Analysis of Mixtures of Non-negative Sources (CAMNS) are available in Additional Materials for your reference in case you want to do this project (12/Nov./2010)

The slides for SDP have been posted. You are expected to go through it before tomorrow’s lecture. (11/Nov./2010)

This Friday (12/Nov.), we will look into two subjects: SDP and duality. For duality, you are expected to read Boyd's textbook Chapter 5, 5.1-5.2, 5.4.1,

5.5, 5.9. (11/Nov./2010)

Some Matlab examples on filter design and L1 norm fitting have been posted in the Additional Materials. (10/Nov./2010)

There will be a guest lecture given by Prof. P.C. Ching from 9:30 am to 12:15 pm on 18 Nov. (Thursday) at ERB 712. (8/Nov./2010)

This Thursday (11/Nov.) we will go through Second Order Cone Program (SOCP) and Geometric Program (GP). The slides have been posted. (8/Nov./2010)

The make-up class will be on 10:30am-12:12pm, 11, Nov. at ERB 712. (5/Nov./2010)

The solution of homework 2 and a detailed solution of homework1-Q1(c) have been uploaded. (2/Nov./2010)

A tutorial paper on filter design via convex optimization has been posted in the Additional Materials. Try to read it before the lecture. (28/Oct./2010)

The lecture slides ‘Linear and quadratic programs’ have been uploaded. (28/Oct./2010)

The solution of assignment 1 has been uploaded. (28/Oct./2010)

The lecture notes ‘convex optimization problem’ have been uploaded. (22/Oct./2010)

The summary sheet for convex sets and functions has been uploaded. It will also be your allowed "cheat" sheet for midterm exam. (22/Oct./2010)

Homework 3 has been posted. Note that the submission deadline is 5:00pm, Nov. 8, 2010 (22/Oct./2010)

Homework 2 has been posted. Note that the submission deadline is 5:00pm, Oct. 25, 2010 (11/Oct./2010)

The lecture this week (Sep. 24) is rescheduled to start at 3:00pm. (20/Sept./2010)

Homework 1 has been posted. Note that the submission deadline is 5:00pm, Oct. 4, 2010 (20/Sept./2010)　

Lecture notes 0-Introduction has been uploaded. (14/Sept./2010)

Lecturer-in-Charge:

Dr. Wing-Kin (Ken) Ma, Room 323, Ho Sin Hang Engineering Building, Tel 31634350, wkma@ee.cuhk.edu.hk

Lecture:

Time Venue

Friday 2:30PM - 5:15PM William M W Mong Eng Bldg 713

Lecture Materials

Slides

1. Lecture 1

5. Summary1

6. Convex optimization problem

7. Linear and quadratic programs

8. Second order cone program

9. Geometric program

10. SDP

11. QCQP & SDR

12. Subgradient method

13. Lagrangian Duality

14. Interior point methods

Additional Materials

1. Davidson, T.; , "Enriching the Art of FIR Filter Design via Convex Optimization," Signal Processing Magazine, IEEE , vol.27, no.3, pp.89-101, May 2010 URL: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=5447080&isnumber=5447048

2. Matlab examples

3. CAMNS slides

4. SDP rank reduction proof

Guest Lecture Materials

1. Slide 1

2. Slide 2