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| Definition Of: |
Quadratic programming
Variant of linear programming whereby the objective function is quadratic rather than linear. For example, in portfolio selection, we will often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.
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General INDEX:
List of Terms: Terms beginning with "A", Page 1 |
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 A: Page 1 of 37.
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