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Computational Science
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
  • Member for 9 years, 5 months
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Interests: Nonlinear multivariate dynamic stochastic global optimization (everything else is a special case, an approximation, or a compromise)

Simulation Optimization, baby. Bring it on!!

Se habla Nonlinear SDP

Nonlinearly optimizing for three eighths of a century ... and quadratic convergence is about to kick in any moment now.

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Top posts
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38
Good examples of "two is easy, three is hard" in computational sciences
May 16, 2019
answer
14
Matrix multiplication accuracy Matlab vs Python
May 24, 2018
answer
7
Imposing special structure on Positive Semi-Definite matrix
Jun 20, 2017
answer
6
How to efficiently solve a QCQP with "dynamic" constraints in Python?
Aug 4, 2018
answer
5
Why am I getting this DCPError when my matrix is PSD?
Mar 18, 2020
answer
5
How to find closed form $C$ such that $CC^T = AA^T + BB^T$
Oct 5, 2015
answer
5
Reformulating a convex optimization problem with $x \mapsto \max(x,0)$ in the constraint
Sep 1, 2020
answer
5
SCP (Sequential Convex Programming) vs SQP (Sequential Quadratic Programming)
Feb 5, 2021
answer
5
Convex optimization: what is atom library?
Dec 7, 2022
answer
4
optimization problem with a positive definiteness constraint
Feb 7, 2022
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55
Do we need gradient descent to find the coefficients of a linear regression model?
53
How does the L-BFGS work?
52
Optimization Problem Libraries
28
Why are optimization algorithms defined in terms of other optimization problems?
27
Bootstrapping Generalized Least Squares