I've implemented the Welzl's algorithm, but, please, be warned as I've learned later that sometimes the algorithm fails. Years later, Matoušek, Sharir, and Welzl seems to have fixed the problem, creating a new version of the algorithm (adding one additional test).
I think the tolerance in Test 3 is a bit too tight. My solution fails in about 28% of the cases because the numerical error max(D)-r is up to 8*eps.
Swap the first and last columns
Rosenbrock's Banana Function and its derivatives
Five steps to enlightenment
Algorithmic Trading - 3 (short selling and leverage)
What is the current time in Darwin, Australia?
Function minimization - beat fminbnd!
Algorithmic Trading - 1 (optimize simple trading strategy)
Least Absolute Deviations (L1-norm) line fit - degree 1
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