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GitHub / leotau2018 / AASA_CODE
An accelerated active‑set algorithm for a quadratic semidefinite program with general constraints
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Stars: 0
Forks: 0
Open Issues: 0
License: None
Language: MATLAB
Repo Size: 3.32 MB
Dependencies:
0
Created: 4 months ago
Updated: 4 months ago
Last pushed: 4 months ago
Last synced: 4 months ago
Topics: active-set-methods, financial-risk-management, matrix-approximation, matrix-estimation, second-order-optimization, semidefinite-programming
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