| 释义 |
quadratic programming
quadratic programming[kwä′drad·ik ′prō‚gram·iŋ] (mathematics) A body of techniques developed to find extremal points for systems of quadratic inequalities. Quadratic programming
Quadratic programmingVariant of linear programming in which the objective function is quadratic rather than linear. In portfolio selection, we often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.AcronymsSeequantum physics |