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infiniteopt / InfiniteOpt.jl

An intuitive modeling interface for infinite-dimensional optimization problems.
https://infiniteopt.github.io/InfiniteOpt.jl/stable
MIT License
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Multi-Dimensional Quadrature #246

Open pulsipher opened 2 years ago

pulsipher commented 2 years ago

An interesting approach for tackling multi-dimensional integral transformation is described in https://web.stanford.edu/~boyd/papers/pdf/gauss_quad_lp.pdf.