This post aims at providing some intuition into cone programs from different perspectives; in particular:

- Equivalence of different formulations of cone programs
- Fenchel duality
- Primal-dual optimality conditions (OC) 731 more words

This post aims at providing some intuition into cone programs from different perspectives; in particular:

- Equivalence of different formulations of cone programs
- Fenchel duality
- Primal-dual optimality conditions (OC) 731 more words

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

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

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

71 more wordsLemma 1

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

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

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

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