hondong

Pinned Repositories

CDApaper
Julia/JuMP code for the paper "Compact Disjunctive Approximations to Nonconvex Quadratically Constrained Programs" by H. Dong and Y. Luo
Language:Julia00
Vine-AD
Maximum likelihood estimation of vine copulas models with automatic differentiation.
Language:C++00

hondong's Repositories

hondong/CDApaper
Julia/JuMP code for the paper "Compact Disjunctive Approximations to Nonconvex Quadratically Constrained Programs" by H. Dong and Y. Luo
Language:Julia
hondong/Vine-AD
Maximum likelihood estimation of vine copulas models with automatic differentiation.
Language:C++