Henrik A. Friberg
@HAFriberg
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Mathematical optimization enthusiast and part of the R&D team at MOSEK ApS.
Denmark
Joined April 2016
Follow me on BlueSky where I have started tweeting. A link to my profile can be found in the replies.
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Nice to see developments in this field - great math. Not sure the benchmark is all that reliable though, as they report 60 ms projection times, as opposed to the 6 μs I was observing. That is a 10'000x difference on similar hardware!?
Luis M. Brice\~no-Arias, Crist\'obal Vivar-Vargas: Projection onto cones generated by epigraphs of perspective functions https://t.co/BngqIxSsQY
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MIPLIB 2024 submissions open: https://t.co/CIbJGJO4NU Submit all instances you can share! Closes: 30.11.2024 Restrictions: Mixed-integer linear programs (includes integer programs + indicator / SOS constraints).
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Getting ready for https://t.co/R4qNO4mLcf, writing a paper to elaborate a note in my slides: https://t.co/svyyZQlREE Hope to see you all!
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Sound propagates at around 300 m/s. Light propagates at around 300 m/μs. (air speeds near earth; 1 significant digit of precision; beautiful and memorable)
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Let child 1 decide on a fair cut into n pieces and let children 2,…,n pick their favorites. Child 1 gets the leftover, and the other n-1 pieces are put back in the middle. Now it’s child 2 to cut and get the leftover, and so it repeats until the utility has been distributed.
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Nice post by Ken Fordyce on Linear Programming, shared on the INFORMS Open Forum and partially inspired by Bob Bixby's s.t. episode: https://t.co/wds3Un1Ylh
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Kicking off 2024 with our paper publishing online ( https://t.co/DIp71tSIpX) in Operations Research! Check it out! @oktaygunluk @69alodi
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I am always happy to hear when my research is being put to use. Thank you for the kind words ☺️
You can found there a Python implementation of the projection onto the exponential cone (H. Friberg, https://t.co/P7rvTMojuu). The one proposed in the article is implemented in Julia. Hoping that it can help someone who found himself with the same need. https://t.co/S9OvVFqoSK
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Squareplus would also be faster in conic optimization problems as its is one quadratic cone: (2t-x, x, 2) \in Q^3 compared to two exponential cones (see https://t.co/KyT39yjyZH).
Why do people use softplus? Calling two transcendental functions just to get a non-negative number with smooth gradients seems like overkill. Here's a simple all-algebraic alternative ("squareplus"?) that's twice as fast and seems to do the job.
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I wonder if there exists a problem transformation such that this new concept of Polar Convex Programming ( https://t.co/DznmIoXcCi) can be solved using traditional convex programming techniques?
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My scam detector is on red alert, but who doesn't want such emails to be true? "You have been provisionally selected for the Best Researcher Award at the upcoming International Research Awards on Mathematics and Optimization Methods". Website:
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When the optimality conditions for a useful problem reduce to a relatively simple univariate root-finding problem, you know you hit the jackpot. Find my latest contribution to conic optimization at https://t.co/k5vzlNGlLl.
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Book draft on sampling and optimization by Yin-Tat Lee and Santosh Vempala.
github.com
Contribute to YinTat/optimizationbook development by creating an account on GitHub.
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On the 1st/15th of every month, I try to release something cool Today, https://t.co/rYIkVxX0y4, a new form of puzzle I invented! Though the design is so simple, it can't possibly be truly new (?) Works great on both mobile and desktop
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@gabrielpeyre Here's a different view angle with the min in blue. It would be interesting to see how global solvers behave on it. I was able to find an SDP-based heuristic here: https://t.co/uwV2qWqlXQ
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