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Mark L. Stone

Nonlinear Multivariate Dynamic Stochastic Global Optimum

http://www.linkedin.com/in/marklstone271828

Interests: Nonlinear multivariate dynamic stochastic global optimization (everything else is a special case, an approximation, or a compromise)

Simulation Optimization, baby. Bring it on!!

Stochastic Optimizer par excellence.

Nonlinearly optimizing for a third of a century ... and quadratic convergence is about to kick in any moment now.

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53
Do we need gradient descent to find the coefficients of a linear regression model?
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50
How does the L-BFGS work?
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37
Good examples of "two is easy, three is hard" in computational sciences
scicomp.stackexchange.com

28
Why are optimization algorithms defined in terms of other optimization problems?
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27
OR Software Forums
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26
Optimization Problem Libraries
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26
Why is logistic regression called a machine learning algorithm?
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25
Why not use the "normal equations" to find simple least squares coefficients?
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23
How Close Is Linear Programming Class to What Solvers Actually Implement for Pivot Algorithms
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21
Linearize or approximate a square root constraint
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20
When to use indicator constraints versus big-M approaches in solving (mixed-)integer programs
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20
Expected value vs. most probable value (mode)
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20
Intuitive explanation for dividing by $n-1$ when calculating standard deviation?
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19
For i.i.d. random varianbles $X$, $Y$, can $X-Y$ be uniform [0,1]?
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19
Trustful Nonlinear Programming
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18
Is This Constraint Convex?
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17
Single reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?
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17
Is it meaningful to calculate standard deviation of two numbers?
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17
Is every correlation matrix positive definite?
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16
Reference for "expectation preserves convexity"
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16
Does the problem of P vs NP come under the category of Operational Research?
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16
Well-known parent/child pairs in the field of OR
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16
Nonlinear integer (0/1) programming solver
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15
Does there exist any univariate distribution that we can't sample from?
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14
Does it make sense to use strict equality constraints in optimization?
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14
Tweetable Mathematics
mathoverflow.net

14
Are a sum and a product of two covariance matrices also a covariance matrix?
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14
Matrix multiplication accuracy Matlab vs Python
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14
Classics in Operations Research from around WW II?
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14
How can I test a nonlinear vs a linear regression model?
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