采用线性矩阵不等式方法,将问题转化为一个线性凸优化算法。
The problem is reduced to a linear convex optimization algorithm via LMI approach.
将问题转化为行动,特殊与一般的巧合,这些小把戏也出现在了每位大家之作中。
That translation of the problem into action, that coincidence of the general and the particular are recognized likewise in the little artifices that belong to every great creator.
采用线性矩阵不等式技术,将问题转化为一线性凸优化算法,可得问题的全局最优解。
Using the linear matrix inequality (LMI) technique, the problem is converted into a linear convex optimization algorithm so that a global optimization solution is obtained. Finally.
I'm transferring this to the portfolio management problem and you can see it's the same idea.
如果将保险转化为投资组合管理的问题,你会发现原理是一样的。
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