Quadratic Programming with Computer Programs

ISBN: 9781498735759 出版年：2017 页码：401 Best, Michael J CRC Press

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.