Quadratic programming

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Quadratic programming

Variant 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.
References in periodicals archive ?
The previous optimization problem is a convex quadratic program which can be solved by using the well-known Lagrange multiplier method.
The maxcut problem can be formulated as the integer quadratic program.
The profits of the supplier, the local distributor (LD), and the external distributor (ED) can be formulated as three quadratic programs that maximize the profits of three agents.