Skip to main content
Taylor & Francis Group Logo
Advanced Search

Click here to search books using title name,author name and keywords.

  • Login
  • Hi, User  
    • Your Account
    • Logout
Advanced Search

Click here to search books using title name,author name and keywords.

Breadcrumbs Section. Click here to navigate to respective pages.

Chapter

Linear and Non-linear Programming

Chapter

Linear and Non-linear Programming

DOI link for Linear and Non-linear Programming

Linear and Non-linear Programming book

Linear and Non-linear Programming

DOI link for Linear and Non-linear Programming

Linear and Non-linear Programming book

ByFrancesco Cesarone
BookComputational Finance

Click here to navigate to parent product.

Edition 1st Edition
First Published 2020
Imprint Routledge
Pages 12
eBook ISBN 9781003045588

ABSTRACT

Authors describe more general problems, thus presenting the MATLAB optimization tool for Quadratic Programming and for Nonlinear Programming. Finally, the authors deal with multi-objective optimization problems, describing how to reformulate them as single-objective optimization problems and constructing the efficient frontier. An optimization problem is a problem in which one wants to minimize or maximize a quantity represented by a real function, whose variables could be constrained to belong to a fixed set. In this section we provide basic elements on constrained optimization, focusing on how to identify the main types of optimization problems covered in this book and how to solve them using MATLAB. In this chapter, the authors provide basic elements on constrained optimization, focusing on how to identify the main types of optimization problems covered in this chapter and how to solve them using MATLAB.

T&F logoTaylor & Francis Group logo
  • Policies
    • Privacy Policy
    • Terms & Conditions
    • Cookie Policy
    • Privacy Policy
    • Terms & Conditions
    • Cookie Policy
  • Journals
    • Taylor & Francis Online
    • CogentOA
    • Taylor & Francis Online
    • CogentOA
  • Corporate
    • Taylor & Francis Group
    • Taylor & Francis Group
    • Taylor & Francis Group
    • Taylor & Francis Group
  • Help & Contact
    • Students/Researchers
    • Librarians/Institutions
    • Students/Researchers
    • Librarians/Institutions
  • Connect with us

Connect with us

Registered in England & Wales No. 3099067
5 Howick Place | London | SW1P 1WG © 2021 Informa UK Limited