Tags » Convexity

VIVE LA VOLATILITÉ

In reaction to our recent Q1 Commentary, there understandably continues to be questions surrounding the confounding lack of volatility and complacency that has pervaded global markets… 3,940 more words

Markets

Projection on the epigraph of the squared Euclidean norm

As a follow-up on the previous post titled Projection on an epigraph, we here discuss how we can project on the epigraph of the squared norm function. 352 more words

Variational Analysis

Moreau's identity for monotone operators

Here is a lemma that I find myself googling regularly since I always forget it’s exact form.

Lemma 1 Let be a monotone operator, and denote by the resolvent of .

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Math

Convexity at 360learning.com: accelerated growth in a rational, and healthy work environment

360Learning is a startup dedicated to online learning for corporations, based on collaborative and social Learning Managment Software. 360Learning has implemented a very specific organization with its employees, that fosters accelerated growth while maintaing a rational and healthy work environment for its employees. 1,716 more words

Innovation

Sparse reconstruction with ℓ∞ constraints

Last week Christoph Brauer, Andreas Tillmann and myself uploaded the paper A Primal-Dual Homotopy Algorithm for -Minimization with -Constraints to the arXiv (and we missed being the first ever arXiv-paper with a non-trivial five-digit identifier by twenty-something papers…). 761 more words

Optimization

Convergence of the iterates of the gradient method with constant stepsize

The gradient method with constant step length is the simplest method for solving unconstrained optimisation problems involving a continuously differentiable function with Lipschitz-continuous gradient. The motivation for this post came after reading this… 443 more words

Optimisation