Finance Notes_Part_14

# Finance Notes_Part_14 - Their convex hull is a simplex of...

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Positive bases vs. simplices Audet and Vicente (SIOPT 2008) Unconstrained optimization 36/109

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Positive bases vs. simplices Audet and Vicente (SIOPT 2008) Unconstrained optimization 36/109
Positive bases vs. simplices The 3 = n + 1 points form an aﬃnely independent set. A set of m + 1 points Y = { y 0 ,y 1 ,...,y m } is said to be aﬃnely independent if its aﬃne hull aﬀ( y 0 ,y 1 ,...,y m ) has dimension m . Audet and Vicente (SIOPT 2008) Unconstrained optimization 36/109

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Positive bases vs. simplices
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Unformatted text preview: Their convex hull is a simplex of dimension n = 2 . Given an aﬃnely independent set of points Y = { y ,y 1 ,...,y m } , its convex hull is called a simplex of dimension m . Audet and Vicente (SIOPT 2008) Unconstrained optimization 36/109 Positive bases vs. simplices Its reﬂection produces a (maximal) positive basis. Audet and Vicente (SIOPT 2008) Unconstrained optimization 36/109...
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Finance Notes_Part_14 - Their convex hull is a simplex of...

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