Quadratic programming: Difference between revisions

Revision as of 16:22, 22 February 2002

Revision as of 15:51, 25 February 2002

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'''Quadratic programming''' is a special type of [[Mathematicalmathematical programming]] problem.

Assume x belongs to '''R^'''ⁿ space.

min 0.5* x'* E* x + f'* x

x

with the following boundary constraints (if there exists an answer then it satisfies these):

(1) A*x <= b

(2) C*x = d (optional)

[[Matrix]] EThe (n x n) [[matrix]] E is usually [[positive semidefinite]].