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Solutions for Convex Optimization Course Coding Assignments

Assignment_2

Assignment 2 is about how to directly use solvers like cvxpy in python. Two implements are provided within this folder, the first one is comparison between linear regression with and without outliers, the second one is about filter design optimization.

Assignment_4

Assignment 4 focuses on comparing the effectiveness of different convex algorithms. In folder Problem 1, we compared barrier method, Block Coordinate Descent, Majorization Minimization and Successive Conex Approximation's ability of minimizing LASSO (L2-L1 norm). And in folder Problem 2.

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