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Jacob Mattingley
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Packard 243, Stanford, CA 94305
(650) 384-5388
jacobm@stanford.edu
Computer modelling of convex problems
Engineering applications of convex optimization
Signal processing
CVXMOD, a Python tool for convex optimization (currently in alpha)
jemdoc, a light,
equation
supporting, text-based markup language for creating websites
vim:essentials, a short page describing some of the essential features of the vim text editor.
Teaching assistant for:
Introduction to Linear Dynamical Systems (EE263), Autumn 2006 and Autumn 2007
Convex Optimization I (EE364a), Winter 2008
Convex Optimization II (EE364b), Winter 2007 and Spring 2008
M.S., Electrical Engineering, Stanford University, June 2007
B.E. (Hons) (First class), Electrical and Computer Engineering, Canterbury University, April 2005
for i=1:80,p=diag(x)^2;r=p*(c-A'*(A*p*A'\A*p*c));m=x./r;x=x-.9*r*min(m(r>0));end
This is Dikin’s method for minimizing
, subject to
and
. Start with x at a feasible point.
A = randn(100, 300); x0 = rand(300, 1); b = A*x0; c = rand(300, 1); x = x0; for i=1:80,p=diag(x)^2;r=p*(c-A'*(A*p*A'\A*p*c));m=x./r;x=x-.9*r*min(m(r>0));end