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 ?
A software package for sequential quadratic programming," Technical Report DFVLR-FB 88-28, July 1988.
Furthermore, the engine model is already linearized within the execution of the sequential quadratic programming based MPC controller.
This is done to reduce the computational complexity associated with the computation of associated Quadratic Programming (QP) problem since each point adds one auxiliary variable when the limit is considered, see Appendix for details.
In the control allocation module, at each sampling time step k, a nonlinear quadratic programming problem is formulated to solve the optimal distribution of drive/braking torque to each wheel while minimizing a relevant objective function subject to some constraints.
Quadratic Programming (QP) model is defined as follows In quadratic programming, the objective function is quadratic subject to linear constraints.
A comparative study of two optimization algorithms (genetic algorithms, GAs and sequential quadratic programming, SQP), has been conducted through minimizing the vertical sprung mass acceleration subjected to a suspension working space and dynamic tire load.
Experimental design using response surface methodology and sequential quadratic programming
Step 6: Thus the optimum solution obtained in step 5 is the optimal solution of the given Quadratic programming problem (QPP).
It is known that MPC is solved via quadratic programming in case of constraints.
Sections 5 and 6 present several cases of transforming linear and quadratic programming problems to systems of linear inequalities.
Now, we will solve the dual programming of quadratic programming described as equation (4-2).
This article first looks at SNWD-ER as a centrally controlled supply chain, then discusses the nature and results of the quadratic programming method that built the optimal pricing model for the supply chain to develop the corresponding optimal pricing schemes, and then applies the revenue-sharing contract theory to build the coordinating model for the SNWD-ER supply chain to obtain the corresponding coordination schemes.