Quadratic programming

Quadratic programming (QP) is a special type of mathematical optimization problem.The quadratic programming problem can be formulated as: Assume x belongs to space. The n×n matrix Q is symmetric, and c is any n×1 vector.Minimize (with respect to x)
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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.

B: (Matematika) pemrograman kuadratik
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