Mathematics
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
  • Member for 8 years, 7 months
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About

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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All Questions Answers
Score Newest
answer
10
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
Continuity/Differentiability of "Cosine Mixture Function"
Apr 10, 2020
answer
4
Convex optimization under a positive semidefinite constraint involving projections
Apr 8, 2020
answer
4
What is the fastest mixed-integer convex programming software?
May 26, 2018
answer
3
How to write these function with disciplined convex programming rule to use CVX? x*(2^(y/x)-1)
Jul 10, 2020
Top network posts
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53
Do we need gradient descent to find the coefficients of a linear regression model?
50
Optimization Problem Libraries
50
How does the L-BFGS work?
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?

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