Reputation
16,752
Top tag
Next privilege 20,000 Rep.
Access 'trusted user' tools
Badges
2 42 93
Impact
~706k people reached

Aug
6
comment Coordinate descent with constraints
Thanks for this answer Michael. Is it easy to see that when dealing with coordinate-wise bounds, thresholding to $l_i\leq x_i\leq u_i$ at each step results in the global minimizer for the problem I posed (convex function with separable non-smooth constraints and coordinate-wise bounds)?
Aug
5
asked Coordinate descent with constraints
Aug
1
comment What are some conceptualizations that work in mathematics but are not strictly true?
@BCLC a physicist would say $f(r,\theta)=r^2$ whereas a mathematician would say $f(r,\theta)=r^2+\theta^2$.
Jul
29
awarded  Good Answer
Jul
29
awarded  Good Answer
Jul
29
revised Interview puzzle with a deck of cards, some cards upside-down
deleted 7 characters in body
Jul
28
awarded  Nice Answer
Jul
28
comment Interview puzzle with a deck of cards, some cards upside-down
@Wonder Yes, it is the same answer (+1) - I saw that another answer appeared just as I was finishing mine, but since I'd already written it I hit 'post' anyway.
Jul
28
answered Interview puzzle with a deck of cards, some cards upside-down
Jul
18
comment What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
I'll certainly give it a shot. I've already tried several general-purpose solvers (open source and commercial) which have been okay, but not as fast as a couple of hand-rolled special-purpose solvers. I've not tried CVX yet though...
Jul
18
accepted What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
Jul
18
comment What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
Thanks Michael, this is really helpful - I'm exploring several different options you suggested. I never have to solve a particularly tricky problem (mostly quadratic programming with an $L_1$ term and sometimes linear inequality constraints) but I need to solve a lot of them, so speed is a factor for me. Thanks for your help!
Jul
16
asked What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
Jul
9
revised online estimation of autoregressive process
added 1 character in body
Jul
2
awarded  Curious
Jun
18
awarded  Popular Question
May
27
answered Find StdDev of a percentage list
May
23
awarded  Enlightened
May
23
awarded  Nice Answer
May
21
comment A fair coin is flipped 2k times. What is the probability that it comes up tails more often than it comes up heads?
It seems likely that the "2k" in the question refers to a general even number $2k$ rather than "2000".