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Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
  • Member for 9 years, 4 months
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Interests: Nonlinear multivariate dynamic stochastic global optimization (everything else is a special case, an approximation, or a compromise)

Simulation Optimization, baby. Bring it on!!

Se habla Nonlinear SDP

Nonlinearly optimizing for three eighths of a century ... and quadratic convergence is about to kick in any moment now.

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Top posts
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11
Probability of streaks
Apr 13, 2016
answer
5
How to Solve Linear Least Squares with Matrix Inequality Constraint
May 4, 2019
answer
5
Change of variables in QCLP
May 14, 2019
answer
4
Rows and columns permutation of SDP variable $X\in\mathbf{S}^n$
May 2, 2019
answer
4
When is Co-variance multiplication of Standard Deviations?
Jun 17, 2019
answer
4
How to solve for the matrix $X$ in the following equation $AXB + X = CD$
Sep 1, 2015
answer
4
What is the fastest mixed-integer convex programming software?
May 26, 2018
answer
4
Continuity/Differentiability of "Cosine Mixture Function"
Apr 10, 2020
answer
4
Convex optimization under a positive semidefinite constraint involving projections
Apr 8, 2020
answer
3
How to write these function with disciplined convex programming rule to use CVX? x*(2^(y/x)-1)
Jul 10, 2020
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55
Do we need gradient descent to find the coefficients of a linear regression model?
52
How does the L-BFGS work?
52
Optimization Problem Libraries
37
Good examples of "two is easy, three is hard" in computational sciences
28
Why are optimization algorithms defined in terms of other optimization problems?