Posted: February 26th, 2023
A quadratic programming model is an optimization model with n decision variables and m linear constraints, and of the form:
Minimize Z=12xTQx+cTx
Subject to: Ax≥b
x≥0
Where x is the n by 1 column vector of decision variables and xT is its transpose, Q is an n by n symmetric matrix of the objective parameters, c is an n by 1 vector of additional objective parameters, A is an m by n matrix of constraints parameters, and b is an m by 1 vector of constraints’ right hand sides.
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