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Fréchet derivative and common formulas
Published:
Some basic Fréchet derivative formulas one often encounters in optimization problems.
Equivalent formulations of semidefinite programs using linear matrix inequality and trace
Published:
A semidefinite program written using the linear matrix inequality can be equivalently written using the trace of a matrix.
From geometric series to fixed-point iterations and their applications: Part I
Published:
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.
From geometric series to fixed point iterations and their applications: Part II
Published:
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.