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Werner Schachinger

Researcher at University of Vienna

Publications -  26
Citations -  490

Werner Schachinger is an academic researcher from University of Vienna. The author has contributed to research in topics: Quadratic programming & Interior point method. The author has an hindex of 13, co-authored 26 publications receiving 459 citations. Previous affiliations of Werner Schachinger include Vienna University of Technology.

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Think co(mpletely)positive ! Matrix properties, examples and a clustered bibliography on copositive optimization

TL;DR: A systematic construction principle for non-attainability phenomena, which apparently has not been noted before in an explicit way is presented, and for the first time, a somehow systematic clustering of the vast and scattered literature is attempted.
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On the cp-Rank and Minimal cp Factorizations of a Completely Positive Matrix

TL;DR: It is shown that the maximal cp-rank is attained at a positive-definite matrix on the boundary of the cone of completely positive matrices, thus answering a long-standing question and proving the famous Drew--Johnson--Loewy conjecture.
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New Lower Bounds and Asymptotics for the cp-Rank

TL;DR: This paper constructs counterexamples to the DJL conjecture for all $n\ge {12}$ and shows the largest possible cp-rank of an completely positive matrix, p_n, is defined.
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From seven to eleven: Completely positive matrices with high cp-rank

TL;DR: In this article, the authors studied n × n completely positive matrices M on the boundary of the completely positive cone, namely those orthogonal to a copositive matrix S which generates a quadratic form with finitely many zeroes in the standard simplex.
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Leland's Approach to Option Pricing: The Evolution of a Discontinuity

TL;DR: In this paper, it was shown that the limiting hedging error exhibits a removable discontinuity at the exercise price, which can be observed also in cases of reasonable length of revision intervals.