Best M.J. Quadratic Programming with Computer Programs

CRC Press, Taylor & Francis Group, USA, 2017. — 400 p. — (Advances in Applied Mathematics) — ISBN: 1498735754.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.Geometrical Examples
Portfolio Optimization
QP Subject to Linear Equality Constraints
Quadratic Programming Theory
QP Solution Algorithms
A Dual QP Algorithm
General QP and Parametric QP Algorithms
Simplex Method for QP and PQP
Nonconvex Quadratic Programming