Quadratic programming: Difference between revisions

Revision as of 18:40, 2 January 2006

Revision as of 18:43, 2 January 2006

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The quadratic programming problem can be formulated like this:

Assume '''x''' belongs to <math>\mathbb{R}^{n}</math> space. The ''n''&times;''n'' [[matrix (math)|matrix]] ''E'' is [[positive semidefinite]]symmetric, and '''h''' is any ''n''&times;1 vector.

Minimize (with respect to '''x''')