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Appendix C: Mathematical Programming

Published in Society for Industrial and Applied Mathematics eBooks • Jan 1, 2024
NobleIDNI5P80W28R10S26
Authors:
Jason J. Bramburger

Abstract

In Section 4 we were introduced to semidefinite programs (SDPs) for identifying auxiliary functions and invariant measures from data. Formulating and solving SDPs is a subfield of mathematical optimization that has found great use throughout much of applied mathematics and is now the subject of enti...

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