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Apr
24
comment Continuity of optimisation problem
@calculus: I have solved $F(z)$, the issue is about the continuity of $F(z)$. The solution exhibits a discontinuity at $z=0$. My question is for what classes of optimisation problems will such a discontinuity not be there?
Apr
24
asked Continuity of optimisation problem
Apr
17
awarded  Popular Question
Apr
7
revised Bounding $x^\top Ay/x^\top y$
added 15 characters in body
Apr
7
comment Bounding $x^\top Ay/x^\top y$
@Tryss: By assumption, they are not orthogonal. Clarified.
Apr
7
revised Bounding $x^\top Ay/x^\top y$
edited body
Apr
7
asked Bounding $x^\top Ay/x^\top y$
Apr
5
accepted Is the optimum of this problem unique?
Apr
2
comment Is the optimum of this problem unique?
Thanks Hans. I guess a sufficient condition for interior solution will be: $\sum_j b_j \log(a_j/b_j)-(\sum_j b_j)\log(a_i/b_i)<x$, for all $i$.
Apr
2
comment Is the optimum of this problem unique?
I know that, but how is the minimum dependent on $a_i$s and $b_i$s?
Apr
2
asked Is the optimum of this problem unique?
Apr
2
accepted Is this function jointly convex in its variables?
Mar
31
asked Is this function jointly convex in its variables?
Mar
11
comment Poisson processes and coin flips
I guess by 'flipped', he means tossed and not simply turned upside down. Not sure though, but the first sentence says "is flipped and lands on...". In that case, the answer would remain $p$.
Feb
17
awarded  Inquisitive
Feb
16
comment Proving a function of matrix is convex
Thanks Michael. I get the determinant of the Hessian to be $-\frac{y^2}{(a-1)^4}$, which is negative?
Feb
16
comment Proving a function of matrix is convex
I meant $f$ is a function of both $A$ and $b$. However I am struggling even with the case when $f$ is only a function of $A$.
Feb
16
asked Proving a function of matrix is convex
Feb
6
awarded  Yearling
Jan
7
asked If $X$ and $Y$ are independent random variables, is $\mathbb{E}(f(X)\mid X\le Y)=\mathbb{E}(f(X))$?