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Quadratic programming |
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Quadratic programmingVariant of linear programming in which the objective function is quadratic rather than linear. In portfolio selection, we often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.Quadratic programming Similar MatchesLinear programmingLinear programmingTechnique for finding the maximum value of some equation, subject to stated linear constraints. Integer programmingInteger programmingVariant of linear programming in which the solution values must be integers. Zero one integer programmingZero one integer programmingAn analytical method that can be used to determine the solution to a capital rationing problem. |
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