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...
Posts by Year
2021
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...
2020
How to Make a Blog Like This for Yourself
This post captures my experience of setting up this personal blog.