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Finding a mixture of 1st and 0'th order Markov models that is closest to an empirical distribution

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#statistics #convex-optimization #markov-chains #nonlinear-optimization #maximum-likelihood
81
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Concerning the sequence of gradients in Nesterov's Accelerated Descent

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#convex-optimization #gradient-descent
71
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Intuitive answer needed for the condition on the sets to be convex

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#optimization #convex-optimization
508
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Karush-Kuhn-Tucker in infinite horizon

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#optimization #convex-optimization #karush-kuhn-tucker
468
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What exactly the Ellipsoid method does?

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#optimization #convex-optimization #linear-programming #discrete-optimization #convex-hulls
615
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Weak convergence under linear operators

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#functional-analysis #operator-theory #convex-optimization #nonlinear-optimization #weak-convergence
181
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convexity of mutual information-like function

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#convex-analysis #convex-optimization #information-theory
5.3k
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Proof of a property on convex and $\beta$-smooth functions

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#proof-verification #convex-analysis #convex-optimization
1.3k
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Proof on property of convex and $\beta$-smooth function - missing term?

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#proof-verification #optimization #convex-analysis #convex-optimization
183
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Gradient descent proof: justify $\left(\dfrac{\kappa - 1}{\kappa + 1}\right)^2 \leq \exp(-\dfrac{4t}{\kappa+1})$

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#optimization #convex-analysis #proof-explanation #convex-optimization #gradient-descent
3.5k
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any local minimum of a convex function is a global minimum over a convex set

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#optimization #convex-analysis #proof-explanation #convex-optimization #maxima-minima
3.8k
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Using a Lagrange multiplier to handle an inequality constraint

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#optimization #convex-optimization #lagrange-multiplier #quadratic-programming
278
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Deriving the gradient of the Augmented Lagrangian dual

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#optimization #convex-optimization #alternative-proof #lagrange-multiplier #duality-theorems
1.7k
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What is the purpose of an oracle in optimization?

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#optimization #definition #convex-optimization #nonlinear-optimization #numerical-optimization
342
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Fenchel-Young Inequality first article

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#convex-analysis #convex-optimization

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