{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

MIE376 Lec 5 - NLPQPv2.page23

MIE376 Lec 5 - NLPQPv2.page23 - Quadratic Programming Max...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
MIE376 - Mathematical Programming 23 Quadratic Programming Max ½ x T Qx + b T x subject to Ax b, x 0 Classical application in finance Optimal portfolios Minimize risk subject to
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}