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Quadratic Programming with Computer Programs by Michael J. Best
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Quadratic Programming with Computer Programs by Michael J. Best

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Description

Quadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.

Book Information
ISBN 9781498735759
Author Michael J. Best
Format Hardback
Page Count 386
Imprint Productivity Press
Publisher Taylor & Francis Inc
Weight(grams) 862g

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Portfolio Optimization by Michael J. Best

Portfolio Optimization by Michael J. Best

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Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject...
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