Stack Exchange

Michael Grant

Austin, TX

http://cvxr.com

I am a consultant and researcher focusing on optimization and computational mathematics. I am the author of CVX, a popular MATLAB-based optimization modeling framework for convex optimization.

top accounts reputation activity bookmarks subscriptions
Top Questions
No questions with score of 5 or more
Top Answers
100
create anaconda python environment with all packages
stackoverflow.com

79
What does "curly (curved) less than" sign $\succcurlyeq$ mean?
math.stackexchange.com

33
Understanding weighted inner product and weighted norms
math.stackexchange.com

31
Optimal step size in gradient descent
math.stackexchange.com

28
Derivative of the nuclear norm
math.stackexchange.com

25
Log-Determinant Concavity Proof
math.stackexchange.com

24
Does this $3\times 3$ matrix exist?
math.stackexchange.com

22
Prove that the nuclear norm is convex
math.stackexchange.com

19
Why is the constraint $\|w\| = 1$ non-convex?
math.stackexchange.com

18
Confusion about compressed sensing problem
scicomp.stackexchange.com

18
About the strictly convexity of log-sum-exp function
math.stackexchange.com

15
Linear Programming: More variables or more constraints; which one is better?
math.stackexchange.com

14
Why is the non-negative matrix factorization problem non-convex?
math.stackexchange.com

14
Show that the dual norm of the spectral norm is the nuclear norm
math.stackexchange.com

14
How to set up Lagrangian optimization with matrix constrains
math.stackexchange.com

13
product rule for matrix functions?
math.stackexchange.com

13
Minimizing quadratic function subject to quadratic equality constraint
math.stackexchange.com

13
Least squares Problem with Non Negativity Constraints
math.stackexchange.com

11
Does every strongly convex function has a stationary point?
math.stackexchange.com

10
Can the graph of a bounded function ever have an unbounded derivative?
math.stackexchange.com

10
Which is easier to solve, regularized minimization, or constrained minimization?
scicomp.stackexchange.com

10
Astoundingly large difference when evaulating trigonometric identity with NumPy
scicomp.stackexchange.com

10
Is there a name for this optimization algorithm?
math.stackexchange.com

10
How to prove the 2-norm of an invertible matrix is exactly the reciprocal of its minimum singular value?
scicomp.stackexchange.com

10
Convert Semidefinite program forms
math.stackexchange.com

10
Subgradient of the $\ell_0$ "norm"
math.stackexchange.com

10
About the slack variable for hinge-loss SVM
math.stackexchange.com

9
Solving a linear system with matrix arguments
scicomp.stackexchange.com

9
Confusion related to P and NP problems
scicomp.stackexchange.com

9
Minimizing $\mathrm{trace}(S)+\mathrm{trace}(S^{-2})$ using CVX
scicomp.stackexchange.com

1 2 3