Matias Oliveira Schwarz in research grants and scholarships supported by FAPESP.
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Recent developments in the field of conic optimization have addressed various open questions. In particular, a reduction strategy was employed to handle situations where the constraint is not located at the vertex of the cone. In this project, we aim to propose a reduction-free manner to formulate this condition. Additionally, we intend to investigate all known applications of constant ra…
The main objective of scientific initiation is the implementation of an Alternating Direction Method of Multipliers (ADMM) approach to solve the covariance matrix decomposition problem and explore its applications in various fields of economics.To apply ADMM to the covariance matrix decomposition problem, it is necessary for the matrix to be positive semidefinite (SDP), which is not alway…
| 1 / 1 | Ongoing scholarships in Brazil |
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