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- nncg Public
Non-negative conjugate gradients: bound-constrained SPD quadratics by a guarded active-set loop. Reference implementation of the paper (Schmelzer & Stoll).
Jebel-Quant/nncg’s past year of commit activity - mean_variance_solvers Public
Two companion working papers on fast matrix-free / direct solvers for long-only mean-variance portfolios
Jebel-Quant/mean_variance_solvers’s past year of commit activity
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