Optimizing a quadratic function is often considered “easy” as it is equivalent to solving a linear system, for which many algorithms exist. Thus, reformulating a non-quadratic optimization problem into a sequence of quadratic problems is a natural idea. While the standard generic way is Newton method, which is adapted to smooth (at least twice-differentiable) functions,…
Author: Francis Bach
I am starting a blog!
I have finally found time to start a blog. Although I don’t know if I will find the energy to do all this in the next few months, I am planning to use this blog in a variety of ways, with one post every first monday of the month: To develop in reasonable depth some…