	Products & Services \| News \| Support		About \| Contacts

Art Investing

Prices
Free Services
Getting Started
Traders Chat
Forums
Glossary
Download
Site map

Dictionary
Financial Glossary

Search

Most Popular Search

Quote
Spears
Consumer Credit
Currency Conversion
Stock Exchange
Stock Market
Market
Portfolio

Quote
Spears
Consumer Credit
Currency Conversion
Stock Exchange
Stock Market
Market
Portfolio

Quote
Britney Spears
Consumer Credit
Currency Conversion
Stock Exchange
Stock Market
Market
Portfolio

Quote
Britney Spears
Consumer Credit
Currency Conversion
Stock Exchange
Stock Market
Market
Portfolio

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.

Glossary

Dictionary Search (powered by Google)
	WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM

Translate a web page (powered by Google)
to

Dictionary

http://paulmann-light.ru http://deregulation.ru


	Copyright © 2004 itlocus.com. All rights reserved Privacy Policy

Paulmann

Äèçàéí

Êàòàëîã

Äíåâíèê

bruck

wofi

sische

bankamp

grossmann

rzb

metal-lux

lussole

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.