Blogs / Personal blogs

Federico Magnani’s blog

fedemagnani.github.io

Rust, Computational Mathematics, Finance and other stuff. God bless pane & olio.

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Software Engineering 1Math & Algorithms 1

1

The quadratic sandwich

If you have ever tried to minimize a function with gradient descent, you probably noticed that some functions are a joy to optimize and others are a nightmare. The difference often boils down to two properties: strong convexity and L-smoothness. These two concepts define a “sandwich” of quadratic bounds around your…