We consider efficient construction of nonlinear solution paths for general l₁-regularization. Unlike the existing methods that incrementally build the solution path through a combination of local ...

Linear approximations to Euler equations imply a linear relationship between expected consumption growth and uncertainty in consumption growth, with a slope coefficient that is a function of the ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...