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...

Full description

Bibliographic Details
Main Author: Best, Michael J. (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : Taylor & Francis, CRC Press, 2017.
Series:Advances in applied mathematics.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
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
Physical Description:1 online resource (xiv, 386 pages) : illustrations
Bibliography:Includes bibliographical references (pages 383-384) and index.
ISBN:9781351647205
1351647202
1498735770
9781498735773
9781315120881
1315120887