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Change of variables in minimization

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#optimization #nonlinear-optimization
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floor/ceiling/round functions in the constraints of an optimization?

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#optimization #convex-optimization #nonlinear-optimization #constraints
326
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Lasso with non-linear objective

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#optimization #nonlinear-optimization #constraints
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Quasiconvex objective function with nonlinear constraint

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#nonlinear-optimization
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A convex optimisation problem involving the Euclidean norm

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#optimization #nonlinear-optimization #qcqp
391
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Least Squares Sensitivity to data

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#calculus #optimization #numerical-methods #nonlinear-optimization #least-squares
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Sum/product of two functions of two variables are to be minimized

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#optimization #convex-optimization #nonlinear-optimization
652
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Hessian matrix of the mahalanobis distance wrt the Cholesky decomposition of a covariance matrix

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#matrices #nonlinear-optimization #matrix-decomposition #hessian-matrix #mahalanobis-distance
743
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Why does Frobenius norm make BFGS scale-invariant?

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#optimization #nonlinear-optimization #numerical-optimization
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Maximizing the sum of the squares of numbers whose sum is constant

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#optimization #nonlinear-optimization #lagrange-multiplier #discrete-optimization #discrete-calculus
339
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Sum of convex and decreasing function

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#optimization #convex-optimization #nonlinear-optimization #numerical-optimization #discrete-optimization
628
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Is Frank Wolfe a descent algorithm?

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#optimization #algorithms #convex-optimization #nonlinear-optimization
126
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Can this optimization problem be solved?

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#optimization #linear-programming #nonlinear-optimization #integer-programming
351
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Sequential versus simultaneous optimization of multivariate problems

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#optimization #convex-optimization #nonlinear-optimization #numerical-optimization
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Rate of Convergence for Gradient Descent (Example)

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#algorithms #recurrence-relations #nonlinear-optimization

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