Quadratic programming has a variety of applications, such as resource planning, portfolio optimization, and structural analysis. Download this technical whitepaper on the sparse convex quadratic ...
can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...
The NLP procedure (NonLinear Programming) offers a set of optimization techniques for minimizing or maximizing a continuous nonlinear function f(x) of n decision variables, x = (x 1, ... ,x n) T with ...