Mark_27_examples.md

Examples for Mark 27 of the NAG Library for Python

Mark 27 of the NAG Library for Python introduced many new routines to the library. This is a list of examples that makes use of the new functionality

Optimization

• Portfolio optimization using second-order cone programming (SOCP)
• Robust linear programming in portfolio optimization using the NAG Library

Nearest Correlation matrices

• Nearest Correlation Matrix Comparison The notebook behind this poster

Non Negative Matrix Factorisation

• Classifying web pages using non-negative matrix factorisation

Linear Algebra

• Triangular Matrix Multiplication