Computational Science
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Mark L. Stone
  • Member for 7 years
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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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Top posts
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All Questions Answers
Score Newest
answer
35
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
5
How to find closed form $C$ such that $CC^T = AA^T + BB^T$
Oct 5, 2015
answer
5
Why am I getting this DCPError when my matrix is PSD?
Mar 18, 2020
answer
5
Reformulating a convex optimization problem with $x \mapsto \max(x,0)$ in the constraint
Sep 1, 2020
answer
4
SCP (Sequential Convex Programming) vs SQP (Sequential Quadratic Programming)
Feb 5, 2021
answer
4
optimization problem with a positive definiteness constraint
Feb 7
answer
4
How to optimize nuclear norm subject to positive semidefinite constraints?
Aug 5, 2020
answer
4
Best platform for complex SDPs with n and m around 5-15K?
Oct 16, 2015
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51
Do we need gradient descent to find the coefficients of a linear regression model?
46
Optimization Problem Libraries
46
How does the L-BFGS work?
28
Why are optimization algorithms defined in terms of other optimization problems?
27
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