A truncated Clenshaw-Curtis formula approximates integrals over a semi-infinite interval.

Hiroshi Sugiura Takemitsu Hasegawa

Published in: Numer. Algorithms (2021)

Keyphrases

semi infinite
linear program
semidefinite
optimality conditions
linear programming
finite dimensional
quadratic program
dynamic programming
bayesian networks
np hard
semidefinite programming
interior point methods