Quadratic programming: Difference between revisions

Revision as of 15:51, 25 February 2002

Revision as of 11:38, 26 February 2002

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

Quadratic programming problem can be formulated like this:

Assume x belongs to '''R'''ⁿ space.

Minimize (with respect to x)

min 0.5 x' E x + f' x

x

min 0.5 x' E x + f' x

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

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

(this article needs a lot more work..)