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Quadratic programming
Author(s) -
Turlach Berwin A.,
Wright Stephen J.
Publication year - 2015
Publication title -
wiley interdisciplinary reviews: computational statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.693
H-Index - 38
eISSN - 1939-0068
pISSN - 1939-5108
DOI - 10.1002/wics.1344
Subject(s) - quadratic programming , nonlinear programming , sequential quadratic programming , quadratically constrained quadratic program , quadratic equation , quadratic function , second order cone programming , focus (optics) , mathematical optimization , convex optimization , linear programming , regular polygon , computer science , subject (documents) , function (biology) , mathematics , nonlinear system , algorithm , optics , biology , library science , physics , geometry , quantum mechanics , evolutionary biology
Optimization problems in which a quadratic objective function is optimized subject to linear constraints on the parameters are known as quadratic programming problems ( QPs ). This focus article reviews algorithms for convex QPs (in which the objective is a convex function) and provides pointers to various online resources about QPs . WIREs Comput Stat 2015, 7:153–159. doi: 10.1002/wics.1344 This article is categorized under: Algorithms and Computational Methods > Quadratic and Nonlinear Programming