Quadratic Programming with Computer Programs

Quadratic Programming with Computer Programs

Auteur: Michael J. Best
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2017
ISBN: 9780367424930

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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.

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