Computational Science
Mark L. Stone
  • Member for 6 years, 7 months
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About

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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33
Good examples of "two is easy, three is hard" in computational sciences
May 16 '19
14
Matrix multiplication accuracy Matlab vs Python
May 24 '18
7
Imposing special structure on Positive Semi-Definite matrix
Jun 20 '17
5
How to find closed form $C$ such that $CC^T = AA^T + BB^T$
Oct 5 '15
5
Why am I getting this DCPError when my matrix is PSD?
Mar 18 '20
5
Reformulating a convex optimization problem with $x \mapsto \max(x,0)$ in the constraint
Sep 1 '20
4
SCP (Sequential Convex Programming) vs SQP (Sequential Quadratic Programming)
Feb 5 '21
4
How to optimize nuclear norm subject to positive semidefinite constraints?
Aug 5 '20
4
Best platform for complex SDPs with n and m around 5-15K?
Oct 16 '15
4
Changing min function to max function for optimization
Sep 19 '15
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49
Do we need gradient descent to find the coefficients of a linear regression model?
45
Optimization Problem Libraries
43
How does the L-BFGS work?
28
Why are optimization algorithms defined in terms of other optimization problems?
27
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