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Embedded code generation for convex optimization, based on CVXPY
A planning tool for optimal investment, consumption, life insurance, and annuities over the lifetime of an investor.
1 contribution in the last year
July - September 2018
moehle has no activity yet for this period.
For a large, sparse quadratic programs, is there any way to disable the DCP checking? It performs a (full) eigenvalue decomposition, which is obvio…
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