Quadratic Programming with Computer Programs

Author:   Michael J. Best
Publisher:   Taylor & Francis Ltd
ISBN:  

9781032476940


Pages:   400
Publication Date:   21 January 2023
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Quadratic Programming with Computer Programs


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Author:   Michael J. Best
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Weight:   0.675kg
ISBN:  

9781032476940


ISBN 10:   103247694
Pages:   400
Publication Date:   21 January 2023
Audience:   College/higher education ,  General/trade ,  Tertiary & Higher Education ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Reviews

This book is devoted to quadratic programming (QP) and parametric quadratic programming (PQP). It is a textbook which may be useful for students and many scientific researchers as well. It is richly illustrated with many examples and gures.The book starts with the presentation of some geometric facts on unconstrained QP problems, followed by the introduction of some QP models arising in portfolio optimization. The latter reflects the author's experience with such types of applications.The rest of the book is organized logically as is usually done in QP: unconstrained convex QP problems, QP with linear equality constraints, QP with linear inequality constraints, duality in quadratic programming, dual QP algorithms, general QP and PQP algorithms, the simplex method for QP and PQP and nonconvex QP. Andrzej Stachurski~Mathematical Reviews, 2017


This book is devoted to quadratic programming (QP) and parametric quadratic programming (PQP). It is a textbook which may be useful for students and many scientific researchers as well. It is richly illustrated with many examples and gures.The book starts with the presentation of some geometric facts on unconstrained QP problems, followed by the introduction of some QP models arising in portfolio optimization. The latter reflects the author's experience with such types of applications.The rest of the book is organized logically as is usually done in QP: unconstrained convex QP problems, QP with linear equality constraints, QP with linear inequality constraints, duality in quadratic programming, dual QP algorithms, general QP and PQP algorithms, the simplex method for QP and PQP and nonconvex QP. Andrzej Stachurski~Mathematical Reviews, 2017


Author Information

Michael J. Best is Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo. He is only the second person to receive a B.Math degree from the University of Waterloo and holds a PhD from UC-Berkeley. Michael is also the author of Portfolio Optimzation, published by CRC Press.

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