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Matlab约束优化
约束优化原创 2021-02-15 12:03:08 · 2375 阅读 · 0 评论 -
Matlab无约束优化
无约束优化及算法原创 2021-02-15 09:16:56 · 1957 阅读 · 0 评论 -
【CVX】Bounding consumer preference
CVX: estimation and regression原创 2021-01-23 15:52:07 · 188 阅读 · 0 评论 -
【CVX】Sparse descriptions and basis pursuit
cvx:regression原创 2021-01-23 10:52:23 · 262 阅读 · 0 评论 -
【YALMIP】Parameterizing the uncertainty set in robust optimization
yalmip uncertain原创 2021-01-21 16:05:01 · 225 阅读 · 0 评论 -
【CVX】Total variation reconstruction
CVX:tv原创 2021-01-19 15:15:28 · 373 阅读 · 0 评论 -
【CVX】An optimal tradeoff curve
cvx: reconstruction and smoothing原创 2021-01-19 12:06:31 · 289 阅读 · 0 评论 -
【CVX】Interpolation with convex functions & Penalty function approx.
cvx: interpolation原创 2021-01-18 13:12:43 · 254 阅读 · 2 评论 -
【CVX】Norm bounded & Polynomial fitting
CVX: norm bounded and Polynomial fitting原创 2021-01-17 20:44:16 · 232 阅读 · 0 评论 -
【CVX】Robust approximation
CVX: Robust approximation原创 2021-01-17 15:58:08 · 294 阅读 · 2 评论 -
【CVX】SDP relaxation of the two-way partitioning problem & Residual minimization with penalty
cvx: SDP relaxation & penalty function原创 2021-01-16 20:22:35 · 1112 阅读 · 0 评论 -
【CVX】Sensitivity analysis for a simple QCQP
cvx:sensitivity原创 2021-01-16 18:01:27 · 235 阅读 · 0 评论 -
【CVX】Lp norm approximation
CVX:Lp norm原创 2021-01-16 13:19:45 · 409 阅读 · 0 评论 -
【CVX】Mixed strategies for matrix games
cvx: Mixed strategies for matrix games原创 2021-01-14 22:43:07 · 458 阅读 · 0 评论 -
【CVX】Solves a simple QCQP
cvx:QCQP原创 2021-01-13 20:50:08 · 1521 阅读 · 0 评论 -
【CVX】Equivalent convex problems (Huber) & Log-optimal investment strategy
CVX: Huber & Log-optimal investment strategy原创 2021-01-13 16:07:48 · 409 阅读 · 0 评论 -
【CVX】Maximum determinant PSD matrix completion
CVX: matrix completion & mutual information原创 2021-01-12 21:01:05 · 303 阅读 · 0 评论 -
【CVX】SDP and conic form problems
CVX:LMI & SDP原创 2021-01-12 14:15:42 · 719 阅读 · 0 评论 -
【CVX】Matrix fractional minimization using SOCP
CVX:SOCP原创 2021-01-11 19:19:59 · 853 阅读 · 0 评论 -
【CVX】Conic: Fastest mixing Markov chain on a graph
Conic:SDP: CVX原创 2021-01-11 14:37:53 · 205 阅读 · 0 评论 -
【CVX】GP:Minimum spectral radius via Peron-Frobenius theory
CVX:GP原创 2021-01-10 18:30:38 · 276 阅读 · 0 评论 -
【CVX】Examples of Geometric programming
CVX:GP原创 2021-01-09 13:00:58 · 260 阅读 · 0 评论 -
【CVX】Chebyshev center of a polyhedron
center of a 2D polyhedron原创 2021-01-07 21:10:28 · 872 阅读 · 0 评论 -
【CVX】Markowitz Model
CVX:mv model原创 2021-01-07 16:53:19 · 320 阅读 · 0 评论 -
【RO】Robust formulation controls higher moments
Robust formulation & higher moments原创 2020-12-29 14:54:22 · 183 阅读 · 0 评论 -
【RO】Ellipsoidal uncertainty
Robust optimization: ellipsoidal uncertainty原创 2020-12-28 16:07:41 · 225 阅读 · 0 评论 -
【RO】Box uncertainty
Robust optimization : Box Uncertainty原创 2020-12-27 20:07:30 · 331 阅读 · 0 评论 -
【FinE】Worst case risk analysis
worst case risk analysis原创 2020-12-07 21:40:05 · 223 阅读 · 0 评论 -
【OR】Robust version of MAD
robust MAD原创 2020-12-06 17:35:40 · 154 阅读 · 0 评论 -
【ALGO】模拟退火(1)
SA原创 2020-11-28 18:05:42 · 330 阅读 · 0 评论 -
【ALGO】遗传算法(3)
GA原创 2020-11-27 14:43:16 · 202 阅读 · 0 评论 -
【ALGO】遗传算法(2)
GA原创 2020-11-26 21:44:07 · 651 阅读 · 0 评论 -
【OR】YALMIP uncertain
YALMIP uncertain原创 2020-11-19 20:41:33 · 889 阅读 · 0 评论 -
【FinE】Generalized Hyperbolic(GH)函数/SGT函数及Toolbox的使用
GH和SGT分布拟合原创 2020-10-24 14:20:51 · 797 阅读 · 1 评论 -
【FinE】统计与计量指标计算(Matlab)
CVaR 以及计量经济学原创 2020-10-23 20:36:28 · 1307 阅读 · 0 评论 -
【FinE】mean-CVaR计算
mean-CVaR matlab code原创 2020-10-22 15:21:24 · 2892 阅读 · 2 评论 -
【FinE】多目标mean-cvar模型求解
mean-cvar加入多目标模型求解原创 2020-10-19 14:09:36 · 1404 阅读 · 1 评论 -
【TS】GARCH模型(3)
GARCH模型 验证和预测原创 2020-10-11 14:11:39 · 2210 阅读 · 0 评论 -
【TS】GARCH模型(2)
GARCH模型(2) 参数估计原创 2020-10-09 13:05:59 · 2197 阅读 · 0 评论 -
【TS】GARCH模型(1)
GARCH模型,ARCH,Ljung-Box检验,Engle's ARCH test原创 2020-10-08 20:26:15 · 3117 阅读 · 0 评论