Quadratic Programming with Computer Programs

Michael J. Best

January 18, 2017 by Chapman and Hall/CRC
Reference - 386 Pages - 25 B/W Illustrations
ISBN 9781498735759 - CAT# K26445
Series: Advances in Applied Mathematics

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Features

  • Provides a comprehensive and contemporary book on Quadratic Programming (QP)
  • Begins with Geometrical Examples, then Portfolio Optimization, Linear Quality Constraints
  • Includes Quadratic Programming Solution, Dual Programming, General and Parametric Algorithms
  • Covers the Simplex Method for QP and Nonconvex QP

Summary

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.