Search for tag: "piecewise"

MAT 168 Optimization lecture-2023-03-15

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mat133-2021-04-18-office-hours-model-free-replication

Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)…

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mat133-2021-04-16-put-option--model-free-replication

Put options. Model-free analysis of payoff functions using linear algebra. mat133-2021s-notes-2021-04-16.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

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2020-12-11: Non-convex piecewise linear modeling (MAT 168 Optimization)

Modeling non-convex piecewise linear functions with convex multipliers and SOS 2 constraints. notes-2020-12-11.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as…

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2020-12-09-b: Convex piecewise linear modeling (MAT 168 Optimization)

Modeling convex piecewise linear functions in a data science application (ℓ1 regression). notes-2020-12-09-b.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as…

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