ABSTRACT
Quadratic programming is used to optimize functions f ( x ) $ f(\mathbf{x}) $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315202259/344878fe-3325-45a4-b7d8-5c91138061f2/content/inline-math9_1.tif"/> , x ∈ R n $ \mathbf{x}\in { \mathbb R }^n $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315202259/344878fe-3325-45a4-b7d8-5c91138061f2/content/inline-math9_2.tif"/> , of the form 1 n x T Q x + c T x $ \tfrac{1}{n} \mathbf{x}^T \mathbf{Q} \mathbf{x} +\mathbf{c}^T \mathbf{x} $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315202259/344878fe-3325-45a4-b7d8-5c91138061f2/content/inline-math9_3.tif"/> subject to equality and inequality constraints, where n ≥ 2 $ n \ge 2 $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315202259/344878fe-3325-45a4-b7d8-5c91138061f2/content/inline-math9_4.tif"/> is an integer, usually very large. We will discuss the iteration methods to solve such optimization problems.
