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I'm in the math PhD program at UCLA, focusing on convex optimization.


17h
comment Conjugate Gradient
What are $\delta, \epsilon$, and $\delta_0$? This notation hasn't been explained.
1d
comment Can you recommend a book to learn to teach math to a child?
This doesn't answer your question, but you might be interested in looking at the archives of the Los Angeles Math Circle to find interesting and challenging math handouts for elementary school students.
1d
revised solve following limit without l'hopital's rule
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1d
answered solve following limit without l'hopital's rule
1d
answered Probability that a cow is black given that I've observed at least one side is black
2d
comment using method of lines to solve a pde heat equation
What's the question?
2d
comment Numerical Optimization non concave function
$\sup_{x,y} f(x,y) = \sup_x \sup_y f(x,y)$, so a grid search over $x$ values (solving a convex optimization problem for each value of $x$) has hope of working. It might be quite inefficient.
2d
comment On Farkas's Lemma and Existence of a particular solution
I normally see Farkas's lemma stated as, exactly one of the following alternatives is true: (1) There exists a vector $x$ such that $Ax \geq 0$ and $b^T x < 0$, or (2) There exists a vector $\mu \geq 0$ such that $b = A^T \mu$.
Nov
23
comment where to start if you lack basics?
Your brain can certainly do it. Math always looks harder than it really is.
Nov
21
comment How can I use Mehrotra's predictor-corrector primal-dual interior point method to solve a problem that is not in the form of cTx?
Primal-dual interior point methods are more general than that. They can solve LPs, SOCPs and SDPs, for example. What are the variables in your optimization problem? Which norm is being used in the first term?
Nov
20
answered Huber penalty function in Linear programming form.
Nov
20
revised Duality in quadratically constrained quadratic program
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Nov
20
answered Duality in quadratically constrained quadratic program
Nov
17
revised If $f''(x_0)$ exists then $\lim_{x \to x_0} \frac{f(x_0+h)-2f(x_0)+f(x_0-h)}{h^2} = f''(x_0)$
added 11 characters in body
Nov
16
comment What does it mean for a set to be compact? (intuitively)
A subset of $\mathbb R^n$ is compact if and only if it is closed and bounded.
Nov
15
answered Singular Value Decomposition in Axler's book
Nov
15
revised Arbitrary Eigenvalues
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Nov
15
answered Arbitrary Eigenvalues
Nov
14
awarded  Nice Answer
Nov
14
comment Constrained Optimizatoin: The Frank-Wolfe Method
Great answer and perspective, you should post here more often.