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


1d
revised Why does this expression for the minimum eigenvalue work?
added 678 characters in body
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revised Why does this expression for the minimum eigenvalue work?
added 45 characters in body
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answered Why does this expression for the minimum eigenvalue work?
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comment Why does this expression for the minimum eigenvalue work?
The eigendecomposition theorem allows $A$ to be factored as $A = V \Lambda V^T$, not $A = V V^T \Lambda$.
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awarded  Explainer
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comment Lagrange multiplier for more than one constraints.
Out of curiosity, where does this problem come from?
Sep
24
answered Inequality $\vert x^{*}y\vert\le \Vert x\Vert_1\Vert y\Vert_{\infty}.$
Sep
24
awarded  Autobiographer
Sep
24
answered How to find a symmetric matrix $B$ where $x^T Ax = x^T Bx.$
Sep
21
comment Inverse matrix proof
If $A$ were invertible, multiplying both sides of $A^2 = 0$ by $A^{-1}$ would yield $A = 0$.
Sep
20
comment Question about a step in the proof of the Cauchy-Schwartz inequality in $\mathbb{C}$
I think it's weird that this proof using $\lambda$ is so common, when other proofs are available that seem more intuitive. See this thread for example.
Sep
20
revised Dual of concave function is convex
deleted 342 characters in body
Sep
20
comment Dual of concave function is convex
The title says the dual is convex, but the question says it should be concave. Is this a typo in the question?
Sep
20
answered Dual of concave function is convex
Sep
20
comment Dual of concave function is convex
I think the definition is not right.
Sep
20
answered Inner product is a function from…to…?
Sep
18
answered Why does implicit differentiation work on non-functions?
Sep
15
comment normal cone to sublevel set
Out of curiosity, where did you come across this?
Sep
14
comment Book to self-learn probability
Googling for "probability book math.stackexchange" reveals this thread: math.stackexchange.com/questions/31838/…
Sep
14
comment Differentiating a Quadratic Form
In your first step, the right side changes from a scalar to a matrix, so something is wrong there.