Quadratic programming

Robert J. Vanderbei

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

In Chapter 23, we studied a generalization of the linear programming problem in which variables were constrained to take on integer values. In this chapter, we consider a generalization of a different kind. Namely, we shall study the class of problems that would be linear programs except that the objective function is permitted to include terms involving products of pairs of variables.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
PublisherSpringer
Pages415-431
Number of pages17
DOIs
StatePublished - 2020
Externally publishedYes

Publication series

NameInternational Series in Operations Research and Management Science
Volume285
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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