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Results tagged with convex-optimization
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user 5527
Convex optimization, a subfield of optimization, studies the problem of minimizing convex functions over convex sets. The convexity property can make optimization in some sense "easier" than the general case - for example, any local minimum must be a global minimum.
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Minimum trade size in CVXPY
I'm trying to replicate some of the suggestions of this paper. On page 40-41, it's made the following suggestion when it comes to enforcing a minimum trade size:
In this context, z is the trade vect …
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