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Quadratic Programming with Computer Programs

Michael J. Best

$92.99

Paperback

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English
Chapman & Hall/CRC
21 January 2023
Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.

By:  
Imprint:   Chapman & Hall/CRC
Country of Publication:   United Kingdom
Dimensions:   Height: 254mm,  Width: 178mm, 
Weight:   675g
ISBN:   9781032476940
ISBN 10:   103247694X
Series:   Advances in Applied Mathematics
Pages:   400
Publication Date:  
Audience:   College/higher education ,  General/trade ,  Primary ,  ELT Advanced
Format:   Paperback
Publisher's Status:   Active

Michael J. Best is Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo. He is only the second person to receive a B.Math degree from the University of Waterloo and holds a PhD from UC-Berkeley. Michael is also the author of Portfolio Optimzation, published by CRC Press.

Reviews for Quadratic Programming with Computer Programs

This book is devoted to quadratic programming (QP) and parametric quadratic programming (PQP). It is a textbook which may be useful for students and many scientific researchers as well. It is richly illustrated with many examples and gures.The book starts with the presentation of some geometric facts on unconstrained QP problems, followed by the introduction of some QP models arising in portfolio optimization. The latter reflects the author's experience with such types of applications.The rest of the book is organized logically as is usually done in QP: unconstrained convex QP problems, QP with linear equality constraints, QP with linear inequality constraints, duality in quadratic programming, dual QP algorithms, general QP and PQP algorithms, the simplex method for QP and PQP and nonconvex QP. Andrzej Stachurski~Mathematical Reviews, 2017


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