Quadratic programming: Difference between revisions

Revision as of 22:39, 1 June 2004

Revision as of 06:37, 25 June 2004

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The quadratic programming problem can be formulated like this:

Assume x belongs to '''R'''ⁿ space. The (n x n) [[matrix (math)]] E is [[positive semidefinite]] and h is any (n x 1) vector.

Minimize (with respect to x)