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Optimality Conditions of $ l_{\infty}$ minimization problem

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#convex-optimization #linear-programming #numerical-optimization
84
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Pontryagin principle, Optimal control or Numerical scheme ? logical constraint?

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#nonlinear-optimization #control-theory #numerical-optimization #optimal-control #large-deviation-theory
546
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Optimizing singular Rayleigh quotient subject to linear constraint

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#eigenvalues-eigenvectors #numerical-optimization #generalized-eigenvector
150
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How to find the minimum of a noisy function that has very narrow valleys?

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#optimization #numerical-methods #numerical-optimization #newton-raphson #gradient-descent
124
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How do I estimate this function using chebyshev's polynomials?

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#numerical-methods #taylor-expansion #numerical-optimization
28
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Optimiziation Regarding GMM Estimator Arellano-Bover

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#optimization #nonlinear-optimization #estimation #numerical-optimization #parameter-estimation
48
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Numerically computing $\textrm{min}_{(x,y)\in\mathbb{R^2}}\left(\frac{x^2}{2}+\frac{3y^2}{2}+xy+y-x\right)$

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#numerical-methods #numerical-optimization
42
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Optimizationproblem $\text{min}_{(x,y)\in \mathbb{R}^2}(x^2-2x+2xy+2y^2)$

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#numerical-methods #numerical-optimization
82
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Best approximantion of sin(x) with a constant function

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#numerical-optimization
357
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How to solve equation with the floor function? 100 sided die Problem

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#probability #ceiling-and-floor-functions #numerical-optimization
87
Views

Why do consecutive iterates need to be “close” in matrix secant methods?

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#optimization #convex-optimization #nonlinear-optimization #numerical-optimization #secant
138
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Does taking the square root of an inner product guard against numerical instability?

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#numerical-methods #numerical-linear-algebra #numerical-optimization
156
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How can show the matrix is rank one?

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#linear-algebra #numerical-methods #nonlinear-optimization #matrix-rank #numerical-optimization
990
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Why is the subgradient not a descent method?

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#convex-optimization #numerical-optimization #subgradient
216
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Convergence of non-convex optimization algorithms to an $\epsilon$-accurate solution

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#optimization #numerical-optimization #gradient-descent #non-convex-optimization #rate-of-convergence

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