Projection on the epigraph of the squared Euclidean norm

How to project on the epigraph of the squared Euclidean norm

March 1, 2023 · 1 min · Pantelis Sopasakis

Projections on epigraphs

How to project on the epigraph of a convex function

February 15, 2023 · 4 min · Pantelis Sopasakis

Dual of p-norm via the KKT theorem

Dual of p-norm via the KKT theorem

September 17, 2022 · 3 min · Pantelis Sopasakis

From Separation Theorems to Farkas' Lemma

From the Hahn-Banach theorem to the three separating theorems

August 30, 2022 · 4 min · Pantelis Sopasakis

From Hahn-Banach to Separating Theorems

From the Hahn-Banach theorem to the three separating theorems

August 23, 2022 · 21 min · Pantelis Sopasakis

Differentiability of pointwise maximum

Some notes on the differentiability of the pointwise max of a family of functions and the Fritz-John and Mangasarian-Ffromowitz optimality conditions

August 9, 2022 · 8 min · Pantelis Sopasakis

Normal and tangent cones

Useful convex analysis stuff

July 26, 2022 · 13 min · Pantelis Sopasakis

Rayleigh quotient

Some notes on the Rayleigh quotient

July 19, 2022 · 4 min · Pantelis Sopasakis

Support functions

Properties of support functions

July 12, 2022 · 9 min · Pantelis Sopasakis