Recent content by Nick Alger

The GRE general math section is stupidly simple for someone with a technical undergraduate background like math, physics, or engineering. The challenge is dealing with the time pressure, avoiding simple mistakes and things like that. Just get some past tests and work through them. Lang's book...

Different optimization problems have different levels of structure. As a broad principle, you want to use a method that takes advantage of as much structure from your problem as possible. For convex problems, it's good to use convex optimization techniques. If the unknowns are separated into...

Numerical Optimization by Nocedal and Wright, and Convex Optimization by Boyd are both truly excellent.

The best intuition I've found comes from considering a special case, the 1D minimization problem argmin_x |x| + a/2(x-1)^2. The absolute value term tries to put the minimum at x=0, and the quadratic term tries to put the minimum at x=1. The constant 'a' determines the relative influence of the...