ABSTRACT

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.

chapter 1|20 pages

Geometrical Examples

chapter 2|20 pages

Portfolio Optimization

chapter 3|56 pages

QP Subject to Linear Equality Constraints

chapter 4|42 pages

Quadratic Programming Theory

chapter 5|90 pages

QP Solution Algorithms

chapter 6|22 pages

A Dual QP Algorithm

chapter 7|58 pages

General QP and Parametric QP Algorithms

chapter 8|56 pages

Simplex Method for QP and PQP

chapter 9|18 pages

Nonconvex Quadratic Programming