See Also: Quadratic programming(money)
Quadratic programming(finance)
quadratic(dictionary)
quadratic(medicine)
quadratic equation(encyclopedia)
quadratic equation(dictionary)
programming(dictionary)
programming(dictionary)
Integer programming(money)
concurrent programming(encyclopedia)

Quadratic programming (finance)


Variant 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.