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Glossary > Q > "Quadratic programming" Definition

Quadratic programming

Variant of linear programming whereby the objective function is quadratic rather than linear. For example, in portfolio selection, we will often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.

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Quadratic programming - Variant of linear programming whereby the objective function is quadratic rather than linear. For example, in portfolio selection, we will often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.

Quadratic programming : variant of linear programming whereby the objective function is quadratic rather than linear. for example, in portfolio selection, we will often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.