Consider a convex set S = {x ∈ $\backslash \mathrm{\#}1\mathrm{D}4\mathrm{D}3\backslash $ : G(x) ${ S = \{ x \in \cal{D\cal}: G(x) \succ 0\} }$ 0}, where G(x) is a symmetric matrix whose every entry ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...

Vol. 21, No. 1, ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics (Feb., 2005), pp. 158-170 (13 pages) This paper proposes a new class of heteroskedastic and ...