# Category Archives: Optimization

## Least squares in a non-ordinary sense

Simple ordinary least squares regression (SOLSR) means the following. Given data , , find a line in represented by that fits the data in the following sense. The loss of each data point to the line is       … Continue reading

## Polynomial Optimization 3: Why do we need generalize?

It has been a while since the last post. Let us recall what we have done. We study the unconstrained polynomial optimization problem ()           where is a real polynomial. This problem is equivalent to () … Continue reading

## AM-GM-HM Inequality: A Statistical Point of View

In this post we shall give another proof of the famous AM-GM-HM inequality: If are positive real numbers, then AM GM HM, precisely .

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## Polynomial Optimization 2: SOS and SDP

In this article we shall describe something called Gram-matrix method which can decompose a polynomial into sum of squares. The notation means is a square symmetric positive semidefinite matrix.  Proposition 1.          Let , be a polynomial … Continue reading

## S-Lemma

This post aims at proving a standard result in quadratic programming called S-Lemma. The use of this result will be obvious in a future post. We begin with a lemma. Lemma 1.           Let be two … Continue reading