Monthly Archives: February, 2017

Variable substitution in optimisation: a paradox

Given an optimisation problem of the form \min_{x,y} \{f(x,y) = g(x) + h(y), g(x) = \alpha y\}, where \alpha \neq 0, can we equivalently solve the problem \min_{x,y} \{\alpha y + h(y)\}? Continue reading →

Metric subregularity for monotone inclusions

Metric sub-regularity is a local property of set-valued operators which turns out to be a key enabler for linear convergence in several operator-based algorithms. However, conditions are often stated for the fixed-point residual operator and become rather difficult to verify in practice. In this post we state sufficient metric sub-regularity conditions for a monotone inclusion which are easier to verify and we focus on the preconditioned proximal point method (P3M). Continue reading →


Exploring and venting about quantitative issues

Look at the corners!

The math blog of Dmitry Ostrovsky

The Unapologetic Mathematician

Mathematics for the interested outsider

Almost Sure

A random mathematical blog


Mathematix is the mathematician of the village of Asterix