Quadratic Programming

Neculai Andrei ()
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Neculai Andrei: Center for Advanced Modeling and Optimization

Chapter 13 in Modern Numerical Nonlinear Optimization, 2022, pp 439-474 from Springer

Abstract: Abstract One of the most important nonlinear optimization problems is the quadratic programming, in which a quadratic objective function is minimized with respect to linear equality and inequality constraints. These problems are present in many methods as subproblems and in real applications from different areas of activity as mathematical models of these applications. In the beginning, we consider the equality constrained quadratic programming, after which the inequality constrained quadratic programming is presented. Finally, methods based on the elimination of variables are discussed.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-031-08720-2_13

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DOI: 10.1007/978-3-031-08720-2_13

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