Quadratic Programming

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 24 in Linear Programming, 2008, pp 407-423 from Springer

Abstract: Abstract In Chapter 23, we studied a generalization of the linear programming problem in which variables were constrained to take on integer values. In this chapter, we consider a generalization of a different kind. Namely, we shall study the class of problems that would be linear programs except that the objective function is permitted to include terms involving products of pairs of variables. Such terms are called quadratic terms, and the problems we shall study are called quadratic programming problems.

Keywords: Quadratic Programming; Dual Problem; Linear Programming Problem; Quadratic Programming Problem; Portfolio Selection Problem (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-0-387-74388-2_24

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DOI: 10.1007/978-0-387-74388-2_24

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