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Книга: Quadratic Programming: Optimization, Matrix, Transpose, Positive-Definite Matrix, Convex Function, Linear Programming, Karush?Kuhn?Tucker Conditions

Товар № 10195614
Вес: 0.440 кг.
Год издания: 2010
Страниц: 72
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High Quality Content by WIKIPEDIA articles! Quadratic programming (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables. The quadratic programming problem can be formulated as: Assume x belongs to mathbb{R}^{n} space. The n?n matrix Q is symmetric, and c is any n?1 vector. Minimize (with respect to x) f(mathbf{x}) = tfrac{1}{2} mathbf{x}^T Qmathbf{x} + mathbf{c}^T mathbf{x}

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