Quadratic Programming With Computer Programs
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Quadratic Programming with Computer Programs
| Author | : Michael J. Best |
| Publisher | : CRC Press |
| Total Pages | : 423 |
| Release | : 2017-07-12 |
| Genre | : Business & Economics |
| ISBN | : 1351647202 |
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Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
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Quadratic programs and affine variational inequalities represent two fundamental, closely-related classes of problems in the t,heories of mathematical programmi
