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Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
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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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14
Tweetable Mathematics
Jul 21, 2019
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10
Mathematicians with both “very abstract” and “very applied” achievements
Jan 1, 2020
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9
Determining if some permutation of a vector satisfies a system of linear equations
Aug 4, 2018
answer
5
If $\ell_0$ regularization can be done via the proximal operator, why are people still using LASSO?
Dec 12, 2019
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4
Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same
Jun 26, 2015
answer
4
Most memorable titles
Aug 6, 2022
question
3
Valid KKT Constraint Qualification? Linear constraints not full rank, Jacobian of nonlinear constraints full rank and independ. of linear constraints
Jun 27, 2015
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3
Convexity of $(X, y) \mapsto y^T X^{-1} y$
Oct 7, 2021
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3
Convex optimization closed-form solution
Jan 29, 2021
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3
Connection between weights in the last eigenvector (corresponding to least eigenvalue) and the corresponding column of a correlation matrix
Dec 16, 2017
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Do we need gradient descent to find the coefficients of a linear regression model?
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Optimization Problem Libraries
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How does the L-BFGS work?
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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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