I am a consultant and researcher focusing on optimization and computational mathematics. I am the author of CVX, a popular MATLAB-based optimization modeling framework for convex optimization.
21 Does this $3\times 3$ matrix exist? Apr 24 '13
18 gradient descent optimal step size Apr 26 '13
9 Derivative of nuclear norm Mar 8 '14
8 Is there a name for this optimization algorithm? Jan 27 '14
7 What numerical methods are known to solve $L_1$ regularized quadratic programming problems? Jul 16 '14
7 About the strictly convexity of log-sum-exp function Mar 15 '15