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How to apply the chain rule of $f(y_1, \ldots, y_n) = \ln(\sum\limits_{i = 1}^n \exp(y_i^T b))$

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#multivariable-calculus #convex-optimization #chain-rule
612
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Is The Product Of a Binary Variable & Continuous Variable Non-Convex?

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#convex-analysis #convex-optimization #non-convex-optimization #mixed-integer-programming #linearization
380
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Boyd & Vandenberghe, Problem 9.6 — Gradient descent step for a quadratic function

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#linear-algebra #multivariable-calculus #convex-optimization #numerical-optimization #gradient-descent
50
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How to solve the constrained linear equations?

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#linear-algebra #optimization #convex-optimization
639
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Subgradient of a matrix function related to maximum eigenvalue

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#linear-algebra #matrices #eigenvalues-eigenvectors #convex-optimization #subgradient
32
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Optimising a sum of logs

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#optimization #asymptotics #convex-optimization
86
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Finding the minimum of $\frac{1}{2} \|x\|_2^2 + c^Tx$

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#optimization #convex-optimization #maxima-minima #quadratic-programming
54
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Standardizing a convex problem

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#optimization #convex-optimization #semidefinite-programming #cvx
253
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Maximize scalar product with argument in bounded intersection of half spaces

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#linear-algebra #algorithms #convex-optimization #linear-programming
188
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Taylor Expansion with Remainder and Norm

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#multivariable-calculus #optimization #taylor-expansion #convex-optimization #nonlinear-optimization
152
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distance formula between point estimated by gradient descent for a quadratic form at each iteration and the optimal value

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#convex-optimization #gradient-descent #quadratic-programming
378
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Example of Pointed Cone

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#optimization #convex-optimization #convex-cone
32
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Difficult discrete optimization "knapsack" type problem

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#optimization #convex-optimization #linear-programming #discrete-optimization
25
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Rewrite $q\in Q$ using support function, for $Q$ convex

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#convex-analysis #convex-optimization
278
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Formulating a convex optimization problem as semidefinite program

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#optimization #convex-optimization #semidefinite-programming #linear-matrix-inequality #schur-complement

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