Blog

Blogposts!

• MixingCut - Rust MAXCUT SDP solver 03 Oct 2024

• Projected Gradient Descent Method - Line Search + GPU = Fast 15 Aug 2024

• Projected Gradient Descent Method - Financial Portfolio Optimization 08 Aug 2024

• Branch And Bound of QUBO, Problem Preprocessing & Subproblem Projection 01 Jun 2024

• Branch And Bound of QUBO, Problem Reformulation 12 May 2024

• Branch And Bound of QUBO, Multithreaded Solver 14 Apr 2024

• Branch And Bound of QUBO, Rust Conversion, Branching 07 Feb 2024

• Branch And Bound of QUBO, Using Heuristics 31 Jan 2024

• Branch And Bound of QUBO, Random Selection 10 Oct 2023

• Matrix Gradient Decent for Aggressive Controllers 26 Sep 2023

• Generating Positive (Semi) Definite Matrices 22 Sep 2023

• Trying out Rust by diving deep 11 Jan 2022

• A simple demonstration that mpLP is at LEAST NP-Hard 07 Dec 2021

• mp-LE, explicit solutions 10 Aug 2021

• Regressing AR(p) Models 05 Aug 2021

• Markowitz Portfolio Optimization from a Multiparametric perspective 30 Jul 2021

• Sometimes Pretty Equations aren't that Pretty 28 Jul 2021

• Discretizing Linear Systems and Matrix Exponentials 20 Jul 2021

• Evaluate Fourier Series Faster 25 May 2021

• Reformulate Nonlinear Systems to Linear systems 25 May 2021

• Neural Net design Trade off Depth vs Width 26 Feb 2021

• Sampling Polytopes with Hit-and-Run 25 Feb 2021

• Sampling Convex Regions with Hit-and-Run 25 Feb 2021

• Closest point between two convex polytopes 23 Feb 2021

• Automating Code Documentation 18 Feb 2021

• Fractional Linear Programming with Charnes-Cooper 12 Feb 2021

• Thomas Elimination and Poissons Equation 10 Feb 2021

• Chebyshev Ball of a Polytope 03 Feb 2021

• A Quick Primer on Multi-Parametric Programming 02 Feb 2021

• Synthtic Guitar Strings - Kurplus-Strong Algorithm 30 Jan 2021

• Optimal Polynomial Approximation 22 Jan 2021

• Particle Swarm Optimization 15 Jan 2021

• Applications of Optimization - K-Means 15 Jan 2021

• Applications of Optimization - Maximum Likelihood Estimation 13 Jan 2021

• Optimizing Optimization - Faster Gradients 04 Jan 2021

• Applications of Optimization - Nonlinear Regression 03 Jan 2021

• Applications of Optimization - Ridge Regression 30 Dec 2020

• Applications of Duality Theory - Quadratic Programming 30 Dec 2020

• Orthoginalization - Modified Gram-Schmidt 18 Dec 2020

• Calculating the Conjugate Function 16 Dec 2020

• Fourier Series Acceleration 11 Dec 2020

• Model Predictive Control - State Space Model 10 Dec 2020

• Numpy Block is slow 30 Nov 2020

• Reducing the cost of zoom recordings. 21 Nov 2020

• Interacting with gProms simulations in MATLAB 20 Nov 2020

• Global optimization on a black box function - The Shubert-Piyavskii Method 19 Nov 2020

• Speed Differences between different RNGs 07 Nov 2020

• Simple interface to Python Gurobi - 27 Oct 2020

• Choosing the correct solver type - Dense or Sparse 05 Oct 2020

• Picard Iteration - Theory and Application 03 Sep 2020

• Utilizing Hardware - Python Numba and Cuda 02 Sep 2020

• Constrained Min Norm - Linear Equality Constraints 25 Aug 2020

• Unconstrained Optimization - Explanation and Examples 15 Aug 2020

• First post! 30 Jan 2020