Quadratic programming

Berwin Turlach; S.J. Wright

doi:10.1002/wics.1344

Quadratic programming

Berwin Turlach, S.J. Wright

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

© 2015 Wiley Periodicals, Inc. Optimization problems in which a quadratic objective function is optimized subject to linear constraints on the parameters are known as quadratic programming problems (QPs). This focus article reviews algorithms for convex QPs (in which the objective is a convex function) and provides pointers to various online resources about QPs.

Original language	English
Pages (from-to)	153-159
Journal	Wiley Interdisciplinary Reviews: Computational Statistics
Volume	7
Issue number	2
DOIs	https://doi.org/10.1002/wics.1344
Publication status	Published - 2015

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10.1002/wics.1344

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title = "Quadratic programming",

abstract = "{\textcopyright} 2015 Wiley Periodicals, Inc. Optimization problems in which a quadratic objective function is optimized subject to linear constraints on the parameters are known as quadratic programming problems (QPs). This focus article reviews algorithms for convex QPs (in which the objective is a convex function) and provides pointers to various online resources about QPs.",

author = "Berwin Turlach and S.J. Wright",

year = "2015",

doi = "10.1002/wics.1344",

language = "English",

volume = "7",

pages = "153--159",

journal = "Wiley Interdisciplinary Reviews: Computational Statistics",

issn = "1939-5108",

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AU - Turlach, Berwin

AU - Wright, S.J.

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AB - © 2015 Wiley Periodicals, Inc. Optimization problems in which a quadratic objective function is optimized subject to linear constraints on the parameters are known as quadratic programming problems (QPs). This focus article reviews algorithms for convex QPs (in which the objective is a convex function) and provides pointers to various online resources about QPs.

U2 - 10.1002/wics.1344

DO - 10.1002/wics.1344

M3 - Article

SN - 1939-5108

VL - 7

SP - 153

EP - 159

JO - Wiley Interdisciplinary Reviews: Computational Statistics

JF - Wiley Interdisciplinary Reviews: Computational Statistics

IS - 2

ER -

Quadratic programming

Abstract

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