Why I write this note?
Tips
Tip
“Programming” in this context refers to a formal procedure for solving mathematical problems. This usage dates to the 1940s and is not specifically tied to the more recent notion of “computer programming.” To avoid confusion, some practitioners prefer the term “optimization” — e.g., “quadratic optimization.”
“Programming” 在中文中的翻译可以为“规划”, “Quadratic Programming”的翻译为“二次规划”
Summary
A Quadratic Program(QP) has a quadratic objective function and linear constrains
Problem Formulation
The quadratic programming problem with variables and constraints can be formulated as follows. Given:
- a real-valued, n-dimensional vector ,
- an -dimensional real symmetric matrix ,
- an -dimensional real matrix , and
- an real vector
the objective of quadratic programming is to find an -dimensional vector , that will