In this paper, we consider two different formulations (one is smooth and the other one is nonsmooth) for solving linear matrix inequalities (LMIs), an important class of semidefinite programming (SDP) ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...