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  • abi
  • glr
  • linprog via convex conjugate
  • add link to Krylov for projected gradient descent

Cvx

  • add example of MDA (e.g. with KL divergence)

Mat

Site

  • group posts by "stories" (maybe change the part xxx and just add a number or whatever) (in tags)

Future topics

  • QN methods and (L)BFGS
  • Kalman filter
  • Nesterov (and related) accelerations
  • LP and dual LP (and relation with convex conjugate)
  • ABI, MAP
  • generate correlation matrix:
L = LowerTriangular(randn(5, 5))
D = Diagonal(1 ./ vec(sqrt.(sum(abs2, L, dims=2))))
C = D * L * L' * D

could be interesting to see whether that covers the space, maybe look at spectrum