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Let people look inside the black box of the algorithm, and their mistrust, hostility, and fear will gradually melt away. Right? Well, kinda.
The capacity scaling algorithm solves it in O (m (m + n log n) log (nU)) time, which is almost the same time needed to solve the minimum cost flow problem by the capacity scaling algorithm. These ...
The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...
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