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Quadratic programming is a subfield of nonlinear optimization which deals with quadratic optimization problems subject to the optional boundary and/or general linear equality/inequality constraints. Quadratic programming problems can be solved as general constrained nonlinear optimization problems. However, because we know that function being optimized is quadratic one, we can use specialized optimization algorithms that are more precise and robust than general ones.
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Convex Optimization (Cambridge University Press 2004)