Fréchet derivative and common formulas
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Some basic Fréchet derivative formulas one often encounters in optimization problems.
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Some basic Fréchet derivative formulas one often encounters in optimization problems.
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A semidefinite program written using the linear matrix inequality can be equivalently written using the trace of a matrix.
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Part I of a three-part note on how the common existence and uniqueness results in ODEs and MDPs boil down to the Banach fixed-point theorem, which itself is based on the simple geometric series.
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Part II of a three-part note on how the common existence and uniqueness results in ODEs and MDPs boil down to the Banach fixed point theorem, which itself is based on the simple geometric series.