In article <[EMAIL PROTECTED]>,
Robin Becker <[EMAIL PROTECTED]> wrote:
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>My math skills are now so degraded I have difficulty reading about conic
>programming using Nesterov's barrier functions etc etc.
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You've got me curious. I haven't yet located an adequate
introduction to the topic, so I'll ask *you* about the
basics: do these (*semi*definite?) cones arise in financial
with time the privileged dimension? Does "cone" here mean
necessarily with a quadratic cross-section? If so, why is
that more compelling than the simplexes of more traditional
LP?
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