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
85
create anaconda python environment with all packages
stackoverflow.com

74
What does “curly (curved) less than” sign $\succcurlyeq$ mean?
math.stackexchange.com

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

27
Understanding weighted inner product and weighted norms
math.stackexchange.com

26
Derivative of the nuclear norm
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

19
Log-Determinant Concavity Proof
math.stackexchange.com

18
Confusion about compressed sensing problem
scicomp.stackexchange.com

16
Why is the constraint $\|w\| = 1$ non-convex?
math.stackexchange.com

16
About the strictly convexity of log-sum-exp function
math.stackexchange.com

14
Linear Programming: More variables or more constraints; which one is better?
math.stackexchange.com

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

13
Why does the non-negative matrix factorization problem non-convex?
math.stackexchange.com

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

11
Solution to a Quadratic Minimization with Norm Constraint
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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
About the slack variable for hinge-loss SVM
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
Is there a name for this optimization algorithm?
math.stackexchange.com

9
How to decompose a matrix into the outer product of two vectors?
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9
How to set up Lagrangian optimization with matrix constrains
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9
Does every strongly convex function has a stationary point?
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9
How to check whether a function is convex or not?
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9
What Numerical Methods Are Known to Solve $ {L}_{1} $ Regularized Quadratic Programming Problems?
math.stackexchange.com

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

9
Confusion related to P and NP problems
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9
Can the graph of a bounded function ever have an unbounded derivative?
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9
product rule for matrix functions?
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