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In parameter estimation there are **non-holonomic constraints** e.g. a variance parameter for a Gaussian that must be positive, Bernoulli probability that must be between zero and one, or a strictly i…
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Ok, so I did some research today and decided to take a bottom-up approach in implementing the algorithm. I intend to follow the sequence:
- [x] 1. Implement the projected CG;
- [x] 2. Implement th…
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Dear OpenTuner developers,
we would like to test OpenTuner for auto-tuning the OpenCL GEMM kernel xgemm_direct that is part of the CLBlast library (https://github.com/CNugteren/CLBlast/tree/master…
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> [Ceres Solver](http://ceres-solver.org/) is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which …
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It seems the objective function (`GradientProblem::Evaluate`) of a general unconstrained minimization (`GradientProblemSolver`) is evaluated twice with the same parameter during each iteration, first …
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Have you all considered adding optimization methods that make use of Hessian-vector products, but that don't explicitly form Hessians? I've been thinking about writing a version of `newton_trust_regio…
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I am doing portfolio optimisation maximising return per unit risk where risk is ES/ETL/CVaR using DEoptim as a solver,when I run the following lines in my portfolio:
port
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continuation from #2
shohu updated
6 years ago
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When a child subscriber submits a large requestN value, such as Long.MAX_VALUE, the 'take' operator does not reduce it as expected.
For example, in the following where a default subscribe happens …
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@timm , @bigfatnoob -
For our internal review, I'm thinking of starting with the diagram on page 4, with slide 3 as backup to explain the process. I can do a simple explanation - find the best soluti…