2 papers
stat.CO2019
StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework
Raphael Saavedra, Guilherme Bodin, Mario Souto
StateSpaceModels.jl is an open-source Julia package for modeling, forecasting and simulating time series in a state-space framework. The package represents a straightforward tool t…
math.OC2018
Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting
Mario Souto, Joaquim D. Garcia, Alvaro Veiga
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims…