Blog

Occasional posts on convex optimization, randomized numerical linear algebra, GPU computing, and the kinds of problems I'm currently thinking about.

These are some of my old blogs — I aim to start writing more frequently here soon!

2023-07 Adding support for verifying stationarity (for differentiable functions) in CVXPY
GSoC '23, week one: a stationarity-of-Lagrangian verifier for problems solved in CVXPY — a first step towards easy KKT-style debugging.
• 2022-07 Implementing the (Approximate) Scalar Relative Entropy Cone in CVXPY
  A semidefinite approximation of the operator relative entropy cone, ported to CVXPY via a Gauss–Legendre quadrature and rotated-SOC constraints.
• 2022-06 Implementing the Von Neumann entropy in CVXPY
  GSoC '22: a canonicalization of the Von Neumann entropy atom, and the three different ways we came up with to write test cases for it.