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mat133-2021-04-30-conditional-expectation--discounted-processesConditional expectation. Discounted processes. mat133-2021s-notes-04-30.pdf models-2021-04-30.zip (condexp.mod) Videos and all other materials are copyright 2021 Matthias Köppe and shared as…
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2020-11-23: Cutting plane algorithms (MAT 168 Optimization)Separation of constraints within a cutting-plane algorithm for solving an LP with exponentially many constraints. Warm starts: Adding a valid inequality to a dictionary by rewriting it in the…
From Matthias Koeppe
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