Optimal Quadratic Programming Algorithms
Title | Optimal Quadratic Programming Algorithms PDF eBook |
Author | Zdenek Dostál |
Publisher | Springer Science & Business Media |
Pages | 293 |
Release | 2009-04-03 |
Genre | Mathematics |
ISBN | 0387848061 |
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.
Optimal Quadratic Programming Algorithms
Title | Optimal Quadratic Programming Algorithms PDF eBook |
Author | Zdenek Dostál |
Publisher | Springer |
Pages | 0 |
Release | 2008-11-01 |
Genre | Mathematics |
ISBN | 9780387571447 |
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.
Quadratic Programming with Computer Programs
Title | Quadratic Programming with Computer Programs PDF eBook |
Author | Michael J. Best |
Publisher | CRC Press |
Pages | 401 |
Release | 2017-07-12 |
Genre | Business & Economics |
ISBN | 1498735770 |
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.
Algorithms for Linear-Quadratic Optimization
Title | Algorithms for Linear-Quadratic Optimization PDF eBook |
Author | Vasile Sima |
Publisher | CRC Press |
Pages | 392 |
Release | 1996-03-05 |
Genre | Mathematics |
ISBN | 9780824796129 |
This textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Quadratic Programming with Computer Programs
Title | Quadratic Programming with Computer Programs PDF eBook |
Author | Michael J. Best |
Publisher | CRC Press |
Pages | 423 |
Release | 2017-07-12 |
Genre | Business & Economics |
ISBN | 1351647202 |
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.
Sequential Quadratic Programming Algorithms for Optimization
Title | Sequential Quadratic Programming Algorithms for Optimization PDF eBook |
Author | Francisco Javier Prieto |
Publisher | |
Pages | 168 |
Release | 1989 |
Genre | |
ISBN |
A Single-phase Method for Quadratic Programming
Title | A Single-phase Method for Quadratic Programming PDF eBook |
Author | Stanford University. Systems Optimization Laboratory |
Publisher | |
Pages | 80 |
Release | 1986 |
Genre | |
ISBN |
This report describes a single-phase quadratic programming method, an active-set method which solves a sequence of equality-constraint quadratic programs.