Chris Taylor
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 Sep 10 revised Why do we use a Least Squares fit? deleted 116 characters in body Aug 7 comment Coordinate descent with constraints Thanks Michael! Aug 7 accepted Coordinate descent with constraints 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