Quadratic programming with computer programs
"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."--Provided by publisher
Read More ↓Title Statements
- Full title :Quadratic programming with computer programs / Michael J. Best.
Summary
"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."--Provided by publisher
Read More ↓Edition Statements
- Publication Date:2017.
Publication Statements
- Publisher(s):Taylor & Francis, CRC Press
- Place of Publication:Boca Raton
- Language:eng
- Publication Date:2017.
The Physical Object
- Description:1 online resource (xiv, 386 pages) : : illustrations
Edition Identifiers
- ISBN:9781351647205, 1351647202, 1498735770, 9781498735773, 9781315120881, 1315120887
- oclc:ocn994206510
- LC Classification:T57.82
- Dewey Decimal:519.7/6
Table of Contents
Geometrical examples -- Portfolio optimization -- QP subject to linear equality constraints -- Quadratic programming theory -- QP solution algorithms -- A dual QP algorithm -- General QP and parametric QP algorithms -- Simplex method for QP and PQP -- Nonconvex quadratic programming.
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