Solving an optimization problem with a quadratic objective function
This article needs attention from an expert in Mathematics. The specific problem is: Some items in this page need clarification and/or expert verification. See the talk page for details. WikiProject Mathematics may be able to help recruit an expert.(February 2017)
Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constraints on the variables. Quadratic programming is a type of nonlinear programming.
"Programming" in this context refers to a formal procedure for solving mathematical problems. This usage dates to the 1940s and is not specifically tied to the more recent notion of "computer programming." To avoid confusion, some practitioners prefer the term "optimization" — e.g., "quadratic optimization."[1]
^Wright, Stephen J. (2015), "Continuous Optimization (Nonlinear and Linear Programming)", in Nicholas J. Higham; et al. (eds.), The Princeton Companion to Applied Mathematics, Princeton University Press, pp. 281–293
and 25 Related for: Quadratic programming information
multivariate quadratic function subject to linear constraints on the variables. Quadraticprogramming is a type of nonlinear programming. "Programming" in this...
Sequential quadraticprogramming (SQP) is an iterative method for constrained nonlinear optimization which may be considered a quasi-Newton method. SQP...
quadratically constrained quadraticprogram (QCQP) is an optimization problem in which both the objective function and the constraints are quadratic functions...
Quadratic unconstrained binary optimization (QUBO), also known as unconstrained binary quadraticprogramming (UBQP), is a combinatorial optimization problem...
objective function is quadratic and the constraints are linear, quadraticprogramming techniques are used. If the objective function is a ratio of a concave...
Look up quadratic in Wiktionary, the free dictionary. In mathematics, the term quadratic describes something that pertains to squares, to the operation...
convex quadraticprogramming. Conic programming is a general form of convex programming. LP, SOCP and SDP can all be viewed as conic programs with the...
Linear programming problems are the simplest convex programs. In LP, the objective and constraint functions are all linear. Quadraticprogramming are the...
special case of cone programming and can be efficiently solved by interior point methods. All linear programs and (convex) quadraticprograms can be expressed...
optimization problems. Sequential quadraticprogramming Sequential linear programming Sequential linear-quadraticprogramming Open source and non-free/commercial...
function is quadratic, the problem is a quadraticprogramming problem. It is one type of nonlinear programming. It can still be solved in polynomial time...
computer programming, a scientific programming language can refer to two degrees of the same concept. In a wide sense, a scientific programming language...
used for linear programming (LP), quadraticprogramming (QP), quadratically constrained programming (QCP), mixed integer linear programming (MILP), mixed-integer...
mixed-integer programming problem. In integer linear programming, the canonical form is distinct from the standard form. An integer linear program in canonical...
Dynamic Programming in Macroeconomic Models." An introduction to dynamic programming as an important tool in economic theory. Dynamic Programming: from...
and quadraticprogramming with continuous or integer variables (MIP). FortMP – linear and quadraticprogramming. FortSP – stochastic programming. GAMS...
among them: Linear programmingQuadraticprogramming Nonlinear programming Mixed-integer programming Mixed-integer quadraticprogramming with or without...
frequently in computational mechanics and encompasses the well-known quadraticprogramming as a special case. It was proposed by Cottle and Dantzig in 1968...
Sequential minimal optimization (SMO) is an algorithm for solving the quadraticprogramming (QP) problem that arises during the training of support-vector machines...
problem is a quadratic function of the c i {\displaystyle c_{i}} subject to linear constraints, it is efficiently solvable by quadraticprogramming algorithms...
In mathematics, a quadratic equation (from Latin quadratus 'square') is an equation that can be rearranged in standard form as a x 2 + b x + c = 0 , {\displaystyle...
reduce some features, it might also be reformulated as a global quadraticprogramming optimization problem as follows: Q P F S : min x { α x T H x − x...
Global Information