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Quadratic programming
The financial definition for Quadratic programming:
Variant of linear programming in which the objective function is quadratic rather than linear. In portfolio selection, we often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.
Similar MatchesInteger programmingInteger programming Variant of linear programming in which the solution values must be integers.
Linear programmingLinear programming Technique for finding the maximum value of some equation, subject to stated linear constraints.
Zero one integer programmingZero one integer programming An analytical method that can be used to determine the solution to a capital rationing problem.
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