Releases: luk036/corr-solver-cpp
Releases · luk036/corr-solver-cpp
update EllAlgo to 1.5.0
use new interface of EllAglo 1.3.2 and LmiSolver 1.3.2
1.2.1 use assess_optim(), assess_feas() instead of operator()()
Use EllAlgo 1.1, Add LmiSolver 1.0
Update README.md
rename project to corr-solver-cpp
- Mainly focus on extracting the correlation function based on statistical data
- provide least-square estimation and maximum-likelihood estimation
- formulate the problem as the convex optimization problem with linear-matrix inequalities constraints and solved by the ellipsoid method.
make vscode-friendly
1.0 filter standalone from codecov report
for preparation only
0.2 remove macOS from github actions
for preparation only
0.1 rename project from Greeter to Lmi