Cover of Michael J. Best: Quadratic Programming with Computer Programs

Michael J. Best Quadratic Programming with Computer Programs

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CRC Press

2017

EPub
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386

978-1-351-64720-5

1-351-64720-2

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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.

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