Quadratic programming - Variant of linear programming whereby the objective function is quadratic rather than linear. For example, in portfolio selection, we will often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.
Quadratic programming : variant of linear programming whereby the objective function is quadratic rather than linear. for example, in portfolio selection, we will often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.
Quadratic programming