GitHub / leotau2018 / AASA_CODE
An accelerated active‑set algorithm for a quadratic semidefinite program with general constraints
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PURL: pkg:github/leotau2018/AASA_CODE
Stars: 0
Forks: 0
Open issues: 0
License: None
Language: MATLAB
Size: 3.32 MB
Dependencies parsed at: Pending
Created at: over 1 year ago
Updated at: over 1 year ago
Pushed at: over 1 year ago
Last synced at: over 1 year ago
Topics: active-set-methods, financial-risk-management, matrix-approximation, matrix-estimation, second-order-optimization, semidefinite-programming