Author: Michael J. Best
Publisher: CRC Press
ISBN: 1351647202
Category : Business & Economics
Languages : en
Pages : 423
Book Description
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Quadratic Programming with Computer Programs
Author: Michael J. Best
Publisher: CRC Press
ISBN: 1351647202
Category : Business & Economics
Languages : en
Pages : 423
Book Description
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Publisher: CRC Press
ISBN: 1351647202
Category : Business & Economics
Languages : en
Pages : 423
Book Description
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Linear, Integer, and Quadratic Programming with LINDO
Author: Linus E. Schrage
Publisher: Course Technology
ISBN:
Category : Mathematics
Languages : en
Pages : 332
Book Description
Publisher: Course Technology
ISBN:
Category : Mathematics
Languages : en
Pages : 332
Book Description
Optimal Quadratic Programming Algorithms
Author: Zdenek Dostál
Publisher: Springer Science & Business Media
ISBN: 0387848061
Category : Mathematics
Languages : en
Pages : 293
Book Description
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Publisher: Springer Science & Business Media
ISBN: 0387848061
Category : Mathematics
Languages : en
Pages : 293
Book Description
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
User's Manual for Linear, Integer, and Quadratic Programming with LINDO
Author: Linus E. Schrage
Publisher:
ISBN:
Category : Integer programming
Languages : en
Pages : 108
Book Description
Publisher:
ISBN:
Category : Integer programming
Languages : en
Pages : 108
Book Description
Linear, Integer, and Quadratic Programming with LINDO
Author: Linus E. Schrage
Publisher: Scientific Press, Incorporated
ISBN: 9780894260469
Category : Interactive computer systems
Languages : en
Pages : 86
Book Description
Publisher: Scientific Press, Incorporated
ISBN: 9780894260469
Category : Interactive computer systems
Languages : en
Pages : 86
Book Description
Quadratic Programming and Affine Variational Inequalities
Author: Gue Myung Lee
Publisher: Springer Science & Business Media
ISBN: 0387242783
Category : Mathematics
Languages : en
Pages : 353
Book Description
Quadratic programs and affine variational inequalities represent two fundamental, closely-related classes of problems in the t,heories of mathematical programming and variational inequalities, resp- tively. This book develops a unified theory on qualitative aspects of nonconvex quadratic programming and affine variational inequ- ities. The first seven chapters introduce the reader step-by-step to the central issues concerning a quadratic program or an affine variational inequality, such as the solution existence, necessary and sufficient conditions for a point to belong to the solution set, and properties of the solution set. The subsequent two chapters discuss briefly two concrete nlodels (linear fractional vector optimization and the traffic equilibrium problem) whose analysis can benefit a lot from using the results on quadratic programs and affine variational inequalities. There are six chapters devoted to the study of conti- ity and/or differentiability properties of the characteristic maps and functions in quadratic programs and in affine variational inequa- ties where all the components of the problem data are subject to perturbation. Quadratic programs and affine variational inequa- ties under linear perturbations are studied in three other chapters. One special feature of the presentation is that when a certain pr- erty of a characteristic map or function is investigated, we always try first to establish necessary conditions for it to hold, then we go on to study whether the obtained necessary conditions are suf- cient ones. This helps to clarify the structures of the two classes of problems under consideration.
Publisher: Springer Science & Business Media
ISBN: 0387242783
Category : Mathematics
Languages : en
Pages : 353
Book Description
Quadratic programs and affine variational inequalities represent two fundamental, closely-related classes of problems in the t,heories of mathematical programming and variational inequalities, resp- tively. This book develops a unified theory on qualitative aspects of nonconvex quadratic programming and affine variational inequ- ities. The first seven chapters introduce the reader step-by-step to the central issues concerning a quadratic program or an affine variational inequality, such as the solution existence, necessary and sufficient conditions for a point to belong to the solution set, and properties of the solution set. The subsequent two chapters discuss briefly two concrete nlodels (linear fractional vector optimization and the traffic equilibrium problem) whose analysis can benefit a lot from using the results on quadratic programs and affine variational inequalities. There are six chapters devoted to the study of conti- ity and/or differentiability properties of the characteristic maps and functions in quadratic programs and in affine variational inequa- ties where all the components of the problem data are subject to perturbation. Quadratic programs and affine variational inequa- ties under linear perturbations are studied in three other chapters. One special feature of the presentation is that when a certain pr- erty of a characteristic map or function is investigated, we always try first to establish necessary conditions for it to hold, then we go on to study whether the obtained necessary conditions are suf- cient ones. This helps to clarify the structures of the two classes of problems under consideration.
User's Manual for Linear, Integer, and Quadratic Programming with LINDO
Author: Linus E. Schrage
Publisher: Course Technology
ISBN: 9780894261978
Category : Integer programming
Languages : en
Pages : 132
Book Description
Publisher: Course Technology
ISBN: 9780894261978
Category : Integer programming
Languages : en
Pages : 132
Book Description
Duality in Quadratic Programming
Author: William S. Dorn
Publisher:
ISBN:
Category : Duality (Nuclear physics)
Languages : en
Pages : 26
Book Description
Publisher:
ISBN:
Category : Duality (Nuclear physics)
Languages : en
Pages : 26
Book Description
User's Manual for Linear, Integer, and Quadratic Programming with LINDO, Third Edition
Author: Linus E. Schrage
Publisher:
ISBN:
Category : Computer programs
Languages : en
Pages : 108
Book Description
Publisher:
ISBN:
Category : Computer programs
Languages : en
Pages : 108
Book Description
Optimal Quadratic Programming Algorithms
Author: Zdenek Dostál
Publisher: Springer
ISBN: 9780387571447
Category : Mathematics
Languages : en
Pages : 0
Book Description
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.
Publisher: Springer
ISBN: 9780387571447
Category : Mathematics
Languages : en
Pages : 0
Book Description
Quadratic programming (QP) is one advanced mathematical technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This book presents recently developed algorithms for solving large QP problems and focuses on algorithms which are, in a sense optimal, i.e., they can solve important classes of problems at a cost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introduces modifications that improve its performance, and demonstrates these improvements through numerical experiments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students and researchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems, it can also be used as a convenient introduction to nonlinear programming.