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.

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Top Questions
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Top Answers
64
create anaconda python environment with all packages
stackoverflow.com

52
What does “curly (curved) less than” sign $\succcurlyeq$ mean?
math.stackexchange.com

29
Optimal step size in gradient descent
math.stackexchange.com

24
Derivative of the nuclear norm with respect to its argument
math.stackexchange.com

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

21
Prove that the nuclear norm is convex
math.stackexchange.com

20
Understanding weighted inner product and weighted norms
math.stackexchange.com

18
Confusion about compressed sensing problem
scicomp.stackexchange.com

15
Why is the constraint $\|w\| = 1$ non-convex?
math.stackexchange.com

14
About the strictly convexity of log-sum-exp function
math.stackexchange.com

13
Log-Determinant Concavity Proof
math.stackexchange.com

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

11
Show that the dual norm of the spectral norm is the nuclear norm
math.stackexchange.com

11
Linear Programming: More variables or more constraints; which one is better?
math.stackexchange.com

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

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

10
Why does the non-negative matrix factorization problem non-convex?
math.stackexchange.com

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

9
How to prove the 2-norm of an invertible matrix is exactly the reciprocal of its minimum singular value?
scicomp.stackexchange.com

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

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

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

9
Solution to a Quadratic Minimization with Norm Constraint
math.stackexchange.com

9
About the slack variable for hinge-loss SVM
math.stackexchange.com

9
Does every strongly convex function has a stationary point?
math.stackexchange.com

9
How to check whether a function is convex or not?
math.stackexchange.com

9
How to decompose a matrix into the outer product of two vectors?
math.stackexchange.com

8
SDP formulation of noisy low rank matrix completion
mathoverflow.net

8
Newton's method vs. gradient descent with exact line search
math.stackexchange.com

8
Sub-gradient of the “$\ell_0$ norm”
math.stackexchange.com

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