Log Barrier Minimization: An Intuitive Approach
0This post deals with the minimization of the log barrier function that is: where defined as We shall attempt an intuitive explanation...
convex optimization
Markowitz Portfolio Optimization in Stock Market Analysis
1The following lecture talks about the Markowitz Portfolio Optimization problem in convex optimization. Indeed, many variants of this problem exists, but the classical one looks like...
Perturbation & Sensitivity Analysis
1In this lecture, we talk about Perturbation and Sensitivity Analysis. But what does that mean ? Well, consider our good old looking optimization problem that looks...
Equivalent Reformulations
0In this lecture, we talk about equivalent reformulations, that are reformulations done on the initial problem of the form (1) A very interesting question is...
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