1. Markowitz Portfolio Optimization with Misspecified Covariance Matrices Open Access Author: Wang, Yuan Title: Markowitz Portfolio Optimization with Misspecified Covariance Matrices Graduate Program: Industrial Engineering Keywords: Markowitz Portfolio OptimizationADMMMachine Learning File: Download Yuan_Wang_Thesis.pdf Committee Members: Necdet S Aybat, Thesis Advisor/Co-Advisor
2. First-Order Methods for Large Scale Convex Optimization Open Access Author: Wang, Zi Title: First-Order Methods for Large Scale Convex Optimization Graduate Program: Industrial Engineering Keywords: first-order methodsconvex optimizationdistributed optimizationconvex regressionmulti-agent consensus optimization File: Download Dissertation_Zi_Wang.pdf Committee Members: Necdet S Aybat, Dissertation Advisor/Co-AdvisorNecdet S Aybat, Committee Chair/Co-ChairVinayak V Shanbhag, Committee MemberEnrique del Castillo, Committee MemberConstantino Manuel Lagoa, Outside Member