Topics

We summarize here some highlighted posts in this blog.

0. Ongoing Projects

1. Safe Screening - Old and New available on Github. This project aims to provide a comprehensive overview of safe screening techniques during the last 15 years. Please contact me if you are interested in collaboration on developing safe screening techniques.

1. Theoretical Mathematics

1. Duality Theorems in Optimization
2. Properties of Adjoint Operator
3. On the Duality Between Uniform Convexity and Uniform Smoothness
4. Biconjugate theorem for convex functions

2. Applied Mathematics

A. Machine Learning, Signal Processing:

• Solving L1-Penalization of Kullback-Leibler Divergence using SMART Algorithm
• Solving Blasso problem using gardient descent method
• Solving Elastic-Net problem using Proximal Gradient Descent
• Chambolle-Pock Algorithm for Solving LASSO
• Support Vector Machine (P1)
• Mathematical Definition of Image Classification Problem
• A deep understanding of PCA: From statistics to optimization explanation
• MNIST Classification using PyTorch’s Neural Network

B. Combinatorics:

• Solving Knapsack Problem with Python
• Solving Quickest Path Problem in Networks using Python
• Finding discrete local maximizers

C. Calculations:

• On the calculus of Kullback-Leibler Divergence
• Fenchel inequality with Proximal operator
• Product of Gaussian functions
• Projection onto L1 Unit Ball

D. Others:

• Linear Programming using Interior Point Method
• Steady state detection in time series analysis

3. Programming

1. How to plot spectrum
2. Create GIF image with Python
3. Using Python to plot the city graph of France
4. Plotting Region defined by Inequality Constraints in Python (Part 2)
5. A “Hello World” program using Asymptote - A Vector Graphics Language
6. Visualization of optimal transport
7. Introduction to NetworkX in Python
8. Image processing: Transforming MNIST digits using optimal transport
9. Using Support Vector Machines (SVM) to Classify the MNIST Dataset