Key Sequence

Notation

• Stochastic Robust Least Squares
  • worst-case robust least-squares
• Maximum Likelihood Estimation with Convex Optimization

New Concepts

• change of variables

Important Results / Claims

Questions

Interesting Factoids

• fun fact: any (even non-convex) problem in two quadratics usually has zero duality gap and thus its dual can be the solution to the primal problem