Quadratic programming (QP) is the maximization (or minimization) of a quadratic function subject to linear side conditions (equations or inequalities) and to nonnegativity requirements.
KeywordsPreference Function Basic Variable Simplex Method Dual Variable Slack Variable
Unable to display preview. Download preview PDF.
- 1.This method was first developed by G. B. Dantzig and later (independently) by C. van de Panne. Cf. G. B. Dantzig (1961) and (1963), Ch. 24.4; C. van de Panne (1962); and C. van de Panne and A. Whinston (1964) and (1969).Google Scholar
- 1.Cf. S. Dane (1974), p. 38. Problems of this formal type occur, for example, in the petroleum refinery industry.Google Scholar
© Springer-Verlag/Wien 1975