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Algorithm to minimize $(x_1+\dots+x_n)^2 + \frac{c}{2}\sum_{i=1}^n x_i^2 + \sum_{i=1}^n (\lambda_i - cz_i)x_i $ subject to $x_i\geq 0$

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#optimization #convex-optimization #numerical-optimization
47
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How do you represent the number of iterations in the formulation of an optimization problem?

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#optimization #convex-optimization #nonlinear-optimization #numerical-optimization #discrete-optimization
82
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BFGS computational complexity derivation

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#optimization #computational-complexity #numerical-optimization #newton-raphson
16
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A question on the projection step of Generic Adaptive Method: $x_{t+1} = \Pi_{\mathcal{F},\sqrt{V_t}} (\hat{x}_{t+1}).$

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#optimization #convex-optimization #machine-learning #nonlinear-optimization #numerical-optimization
79
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Approximate first-order loss function with piecewise-linear functions in python

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#probability-distributions #optimization #approximation #nonlinear-optimization #numerical-optimization
292
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Comparison of Wolfe conditions to other "weaker" conditions or facts about optimization techniques for conceptual understanding

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#optimization #numerical-methods #nonlinear-optimization #computational-mathematics #numerical-optimization
66
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How is the Wilson-Han-Powell SQP algorithm applied?

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#optimization #nonlinear-optimization #numerical-optimization #quadratic-programming #dynamic-programming
53
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Recast maximization as minimization

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#optimization #convex-optimization #numerical-optimization #quadratic-programming
76
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Why reformulate composite optimization using equality constraints?

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#optimization #convex-optimization #nonlinear-optimization #numerical-optimization #non-convex-optimization
23
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Trust region subproblem

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#numerical-optimization
1.1k
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Partial derivatives of the multidimensional Rosenbrock function

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#multivariable-calculus #derivatives #partial-derivative #numerical-optimization #gradient-descent
143
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Gradient vector for maximum likelihood estimation of a dynamic probit model

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#matrices #derivatives #solution-verification #numerical-optimization #maximum-likelihood
92
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Why do we use average iterates when implementing SGD?

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#optimization #convex-optimization #machine-learning #numerical-optimization #gradient-descent
97
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Curve fitting for non-differentiable function

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#optimization #numerical-optimization #chi-squared
80
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Feasibility problem with polynomial inequalities

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#polynomials #optimization #reference-request #numerical-optimization #non-convex-optimization

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