most recent 30 from http://mathoverflow.net 2013-05-25T03:48:01Z http://mathoverflow.net/feeds/user/16845 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/92939/is-that-true-all-the-convex-optimization-problems-can-be-solved-in-polynomial-tim/92944#92944 littleO 2012-04-03T00:18:47Z 2012-04-03T00:18:47Z

<p>If I understand correctly, interior-point algorithms require the objective and constraint functions to have a certain amount of smoothness.</p>

http://mathoverflow.net/questions/73919/system-of-lin-eqations-resulting-from-a-weighted-graph-how-to-solve-this-numer/74153#74153 littleO 2011-08-31T10:30:00Z 2011-08-31T10:30:00Z

<p>The answer depends on what properties your system of equations has. Is the coefficient matrix symmetric positive definite? Symmetric indefinite? Not symmetric? Is the coefficient matrix sparse?</p> <p>Trefethen's book Numerical Linear Algebra is a nice book on this topic.</p> <p>My impression is that people normally use Lapack to solve linear systems in C++, if they don't implement their own method. I could be wrong.</p>

http://mathoverflow.net/questions/64144/converting-or-approximating-a-non-differentiable-function-to-a-differentiable-f/71715#71715 littleO 2011-07-31T08:08:48Z 2011-07-31T08:08:48Z

<p>What if you add to your objective function the indicator function of $(-\infty,0]$, and then solved your problem with the proximal gradient method or FISTA ?</p>