Useful prox-operators and their derivations
I often use the Proximal Gradient Descent (PGD) method as my starting point for solving regularized optimization problems. This method is very simple to impl...
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Naming of Newton methods explained
Whenever people do high-order optimization, they tend to mention “Newton method” as a Hessian-involving optimization method. Shortly after, they may refer to...
How to Make a Blog Like This for Yourself
This post captures my experience of setting up this personal blog.