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2017 | OriginalPaper | Chapter

10. Quadratic Programming

Author : Neculai Andrei

Published in: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Publisher: Springer International Publishing

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Abstract

One of the most important nonlinear optimization problems is quadratic programming, in which a quadratic objective function is minimized with respect to linear equality and inequality constraints. These kinds of problems are present in many methods as sub-problems and in real applications from different areas of activity as mathematical models of these applications. At the very beginning, we consider the equality-constrained quadratic programming, after which the inequality-constrained programming will be presented.

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previous chapter Linearly Constrained Augmented Lagrangian: MINOS
next chapter Sequential Quadratic Programming (SQP)
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Metadata
Title
Quadratic Programming
Author
Neculai Andrei
Copyright Year
2017
Book
Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Print ISBN: 978-3-319-58355-6

Electronic ISBN: 978-3-319-58356-3

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-58356-3_10