Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: This paper deals with the NP-hard quadratic optimization problem under similarity and constant modulus constraints. A computationally efficient iterative algorithm based on the Alternating ...
Abstract: In model predictive control fast and reliable quadratic programming solvers are of fundamental importance. The inherent structure of the subsequent optimal control problems can lead to ...