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Quadratic Programming with Computer Programs by Michael J. Best

Quadratic Programming with Computer Programs

by Michael J. Best
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Book cover type: Paperback
  • ISBN13: 9781032476940
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Taylor & Francis
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 400
  • Original Price: GBP 49.99
  • Language: English
  • Edition: N/A
  • Item Weight: 940 grams
  • BISAC Subject(s): Operations Research, Applied, and Civil / General

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.

Michael J. Best is Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo. He is only the second person to receive a B.Math degree from the University of Waterloo and holds a PhD from UC-Berkeley. Michael is also the author of Portfolio Optimzation, published by CRC Press.

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