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Sincerely appreciate responding scholars! You really make difference in the world!


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awarded  Popular Question
Apr
13
awarded  Organizer
Apr
13
revised Issues with quasi Newton method convergence
Repeated word eliminated. Keywords added.
Apr
13
suggested suggested edit on Issues with quasi Newton method convergence
Apr
8
comment Exact Line Search in Projected Gradient Descent
I see. Thank you so much.
Apr
8
comment Exact Line Search in Projected Gradient Descent
Other options I am aware of are constant step size (which needs tuning and hence not so appropriate), and backtracking line search. If exact line search is not suitable, then backtracking might be a better one?
Apr
7
comment Exact Line Search in Projected Gradient Descent
Thanks. I believe this is a math problem, that is why I asked it here.
Apr
7
asked Exact Line Search in Projected Gradient Descent
Apr
4
comment A Simple Algorithm for Imposing Semi-definite Constraints
Yes, I got it. Thank you.
Apr
2
comment A Simple Algorithm for Imposing Semi-definite Constraints
@ Michael C. Grant: How should I proceed if $\Sigma_{ii}$ are all negative at one step?
Apr
1
comment A Simple Algorithm for Imposing Semi-definite Constraints
Thank you so much for your detailed answer.
Apr
1
accepted A Simple Algorithm for Imposing Semi-definite Constraints
Apr
1
comment A Simple Algorithm for Imposing Semi-definite Constraints
$v'*\log(1+\exp(-X))*v$ is an example of what I have in mind, where $v$ is a vector.
Mar
31
revised A Simple Algorithm for Imposing Semi-definite Constraints
edited tags
Mar
31
revised A Simple Algorithm for Imposing Semi-definite Constraints
edited title
Mar
31
asked A Simple Algorithm for Imposing Semi-definite Constraints
Mar
27
awarded  Popular Question
Mar
8
accepted Bilinear inequality
Mar
7
asked Bilinear inequality
Mar
7
comment KKT conditions for nonsmooth convex problems
That is useful. Thank you Nitish.