Tagged

Convex Analysis

Dec 27, 2022 Standalone 13 min read

Lipschitz Continuity, Strong Convexity & Nesterov Acceleration

Three concepts that demystify most of optimization: Lipschitz smoothness fixes the maximum step size, strong convexity sets the convergence rate and uniqueness of the minimizer, and Nesterov acceleration replaces kappa …

Jul 25, 2022 Standalone 17 min read

Proximal Operator: From Moreau Envelope to ISTA/FISTA and ADMM

A systematic walk through the proximal operator: convex-analysis basics, the Moreau envelope, closed-form proxes, and how they power ISTA, FISTA, ADMM, LASSO, and SVM in practice.