Quadratic programming

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Quadratic programming is a special type of mathematical programming problem.

Assume x belongs to Rn 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)

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