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Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
  • Member for 5 years, 6 months
  • Last seen more than a month ago
  • marklstone.com
  • Nonlinear Multivariate Dynamic Stochastic Global Optimum
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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 four tenths of a century ... and quadratic convergence is about to kick in any moment now.

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Do we need gradient descent to find the coefficients of a linear regression model?
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How does the L-BFGS work?
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Optimization Problem Libraries
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Good examples of "two is easy, three is hard" in computational sciences
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Why are optimization algorithms defined in terms of other optimization problems?