Quadratic Programming (QP) - Quadratic Optimization
- a type of non-linear programming
- a linearly constrained quadratic optimization problem, that is, the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables
Example QP Problem
maximizing the area of a rectangle given constraints on its edge lengths
- maximize: 𝑤·ℎ
subject to linear constraints:
- 𝑤 + ℎ = 10.3