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% Optimization Methods in Finance scribe notes style file      
%
% This file should be called scribe.sty
%
% Your main LaTeX file should look like this:
%
%   \documentclass[12pt]{article}
%   \usepackage{scribe}
%
%   \Scribe{YOUR NAME}
%   \Lecturer{Prof. Friedrich Eisenbrand}
%   \LectureNumber{N}
%   \LectureDate{DATE}
%   \LectureTitle{A TITLE FOR THE LECTURE}
%
%   \begin{document}
%   \MakeScribeTop
%
%   \section{SECTION NAME}
%
%   NOTES GO HERE
%
%   \section{ANOTHER SECTION NAME}
%
%   MORE NOTES GO HERE
%
%   etc.
% 
%   \bibliographystyle{abbrv}           % if you need a bibliography
%   \bibliography{mybib}                % assuming yours is named mybib.bib
%
%   \end{document}
%
%
% A .bib file is a text file containing a sequence like...
% 
%   @book{InvestmentScienceL98,
%     author = "David G. Luenberger",
%     title = "Investment Science",
%     isbn = "0-19-510809-4",
%     year = 1998
%   }
%
%   @book{OptInFinanceCT07,
%     author = "Gerard Cornuejols and Reha Tuetuencue",
%     title = "Optimization Methods in Finance",
%     isbn = "0-521-86170-5",
%     year = 2007
%   }
%
%
%
%
%
%
% For your LaTeX files, there are some macros you may want to use below...


\oddsidemargin 0in \evensidemargin 0in \marginparwidth 40pt
\marginparsep 10pt \topmargin 0pt \headsep 0in \headheight 0in
\textheight 8.5in \textwidth 6.5in \brokenpenalty=10000

\usepackage{amssymb}
\usepackage{amsfonts}
\usepackage{amsmath}
\usepackage{amsthm}
\usepackage{latexsym}
\usepackage{epsfig}
\usepackage{bm}
\usepackage{xspace}
\usepackage{times}
%\usepackage{hyperref}


\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{claim}[theorem]{Claim}
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{corollary}[theorem]{Corollary}
\newtheorem{fact}[theorem]{Fact}
\newtheorem{example}[theorem]{Example}
\newtheorem{notation}[theorem]{Notation}
\newtheorem{observation}[theorem]{Observation}
\newtheorem{conjecture}[theorem]{Conjecture}

\theoremstyle{definition}
\newtheorem{definition}[theorem]{Definition}

\theoremstyle{remark}
\newtheorem{remark}[theorem]{Remark}

% Setting the theorem style back to plain in case theorems are defined in the main file
\theoremstyle{plain}


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Useful macros
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% for temporarily chunks of text
\newcommand{\ignore}[1]{}

% Probability/expectation operators.  The ones ending in x should be used if you want
% subscripts that go directly *below* the operator (in math mode); no x means the subscripts
% go below and to the right.  NB:  \P is remapped below for the complexity class P.
\renewcommand{\Pr}{{\bf Pr}}
\newcommand{\Prx}{\mathop{\bf Pr\/}}
\newcommand{\E}{{\bf E}}
\newcommand{\Ex}{\mathop{\bf E\/}}
\newcommand{\Var}{{\bf Var}}
\newcommand{\Varx}{\mathop{\bf Var\/}}
\newcommand{\Cov}{{\bf Cov}}
\newcommand{\Covx}{\mathop{\bf Cov\/}}

% shortcuts for symbol names that are too long to type
\newcommand{\eps}{\epsilon}
\newcommand{\lam}{\lambda}
\renewcommand{\l}{\ell}
\newcommand{\la}{\langle}
\newcommand{\ra}{\rangle}
\newcommand{\wh}{\widehat}
\newcommand{\wt}{\widetilde}

% "blackboard-fonted" letters for the reals, naturals etc.
\newcommand{\R}{\mathbb R}
\newcommand{\N}{\mathbb N}
\newcommand{\Z}{\mathbb Z}
\newcommand{\F}{\mathbb F}
\newcommand{\Q}{\mathbb Q}
\newcommand{\C}{\mathbb C}

% operators that should be typeset in Roman font
\newcommand{\poly}{\mathrm{poly}}
\newcommand{\polylog}{\mathrm{polylog}}
\newcommand{\sgn}{\mathrm{sgn}}
\newcommand{\avg}{\mathop{\mathrm{avg}}}
\newcommand{\val}{{\mathrm{val}}}

% complexity classes
%\renewcommand{\P}{\mathrm{P}}
%\newcommand{\NP}{\mathrm{NP}}
%\newcommand{\BPP}{\mathrm{BPP}}
%\newcommand{\DTIME}{\mathrm{DTIME}}
%\newcommand{\ZPTIME}{\mathrm{ZPTIME}}
%\newcommand{\BPTIME}{\mathrm{BPTIME}}
%\newcommand{\NTIME}{\mathrm{NTIME}}

% values associated to optimization algorithm instances
\newcommand{\Opt}{{\mathsf{Opt}}}
\newcommand{\Alg}{{\mathsf{Alg}}}
\newcommand{\Lp}{{\mathsf{Lp}}}
\newcommand{\Sdp}{{\mathsf{Sdp}}}
\newcommand{\Exp}{{\mathsf{Exp}}}

% if you think the sum and product signs are too big in your math mode; x convention
% as in the probability operators
\newcommand{\littlesum}{{\textstyle \sum}}
\newcommand{\littlesumx}{\mathop{{\textstyle \sum}}}
\newcommand{\littleprod}{{\textstyle \prod}}
\newcommand{\littleprodx}{\mathop{{\textstyle \prod}}}

% horizontal line across the page
\newcommand{\horz}{
\vspace{-.4in}
\begin{center}
\begin{tabular}{p{\textwidth}}\\
\hline
\end{tabular}
\end{center}
}

% calligraphic letters
\newcommand{\calA}{{\cal A}}
\newcommand{\calB}{{\cal B}}
\newcommand{\calC}{{\cal C}}
\newcommand{\calD}{{\cal D}}
\newcommand{\calE}{{\cal E}}
\newcommand{\calF}{{\cal F}}
\newcommand{\calG}{{\cal G}}
\newcommand{\calH}{{\cal H}}
\newcommand{\calI}{{\cal I}}
\newcommand{\calJ}{{\cal J}}
\newcommand{\calK}{{\cal K}}
\newcommand{\calL}{{\cal L}}
\newcommand{\calM}{{\cal M}}
\newcommand{\calN}{{\cal N}}
\newcommand{\calO}{{\cal O}}
\newcommand{\calP}{{\cal P}}
\newcommand{\calQ}{{\cal Q}}
\newcommand{\calR}{{\cal R}}
\newcommand{\calS}{{\cal S}}
\newcommand{\calT}{{\cal T}}
\newcommand{\calU}{{\cal U}}
\newcommand{\calV}{{\cal V}}
\newcommand{\calW}{{\cal W}}
\newcommand{\calX}{{\cal X}}
\newcommand{\calY}{{\cal Y}}
\newcommand{\calZ}{{\cal Z}}

% bold letters (useful for random variables)
\renewcommand{\a}{{\boldsymbol a}}
\renewcommand{\b}{{\boldsymbol b}}
\renewcommand{\c}{{\boldsymbol c}}
\renewcommand{\d}{{\boldsymbol d}}
\newcommand{\e}{{\boldsymbol e}}
\newcommand{\f}{{\boldsymbol f}}
\newcommand{\g}{{\boldsymbol g}}
\newcommand{\h}{{\boldsymbol h}}
\renewcommand{\i}{{\boldsymbol i}}
\renewcommand{\j}{{\boldsymbol j}}
\renewcommand{\k}{{\boldsymbol k}}
\newcommand{\m}{{\boldsymbol m}}
\newcommand{\n}{{\boldsymbol n}}
\renewcommand{\o}{{\boldsymbol o}}
\newcommand{\p}{{\boldsymbol p}}
\newcommand{\q}{{\boldsymbol q}}
\renewcommand{\r}{{\boldsymbol r}}
\newcommand{\s}{{\boldsymbol s}}
\renewcommand{\t}{{\boldsymbol t}}
\renewcommand{\u}{{\boldsymbol u}}
\renewcommand{\v}{{\boldsymbol v}}
\newcommand{\w}{{\boldsymbol w}}
\newcommand{\x}{{\boldsymbol x}}
\newcommand{\y}{{\boldsymbol y}}
\newcommand{\z}{{\boldsymbol z}}
\newcommand{\A}{{\boldsymbol A}}
\newcommand{\B}{{\boldsymbol B}}
\newcommand{\D}{{\boldsymbol D}}
\newcommand{\G}{{\boldsymbol G}}
\renewcommand{\H}{{\boldsymbol H}}
\newcommand{\I}{{\boldsymbol I}}
\newcommand{\J}{{\boldsymbol J}}
\newcommand{\K}{{\boldsymbol K}}
\renewcommand{\L}{{\boldsymbol L}}
\newcommand{\M}{{\boldsymbol M}}
\renewcommand{\O}{{\boldsymbol O}}
\renewcommand{\S}{{\boldsymbol S}}
\newcommand{\T}{{\boldsymbol T}}
\newcommand{\U}{{\boldsymbol U}}
\newcommand{\V}{{\boldsymbol V}}
\newcommand{\W}{{\boldsymbol W}}
\newcommand{\X}{{\boldsymbol X}}
\newcommand{\Y}{{\boldsymbol Y}}


% if you want
\newcommand{\half}{{\textstyle \frac12}}



%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Feel free to ignore the rest of this file



\def\ScribeStr{??}
\def\LecStr{??}
\def\LecNum{??}
\def\LecTitle{??}
\def\LecDate{??}
\newcommand{\Scribe}[1]{\def\ScribeStr{Scribe: #1}}
\newcommand{\Scribes}[1]{\def\ScribeStr{Scribes: #1}}
\newcommand{\Lecturer}[1]{\def\LecStr{Lecturer: #1}}
\newcommand{\Lecturers}[1]{\def\LecStr{Lecturers: #1}}
\newcommand{\LectureNumber}[1]{\def\LecNum{#1}}
\newcommand{\LectureDate}[1]{\def\LecDate{#1}}
\newcommand{\LectureTitle}[1]{\def\LecTitle{#1}}

\newdimen\headerwidth

\newcommand{\MakeScribeTop}{
\noindent
\begin{center}
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      \advance\headerwidth by -0.22in
      \hbox to \headerwidth {{\bf Optimization Methods in Finance \hfill (EPFL, Fall 2010)} }
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\end{center}
\vspace*{4mm}}