Quadratic Programming with Computer Programs (Paperback, 1)

Geometrical ExamplesGeometry of a QP: ExamplesGeometrical ExamplesOptimality ConditionsGeometry of Quadratic FunctionsNonconvex QP’sPortfolio Opimization The Efficient FrontierThe Capital Market Line QP Subject to Linear Equality ConstraintsQP PreliminariesQP Unconstrained: TheoryQP Unconstrained: Algorithm 1QP with Linear Equality Constraints: TheoryQP with Linear Equality Constraints: Alg. 2 Quadratic ProgrammingQP Optimality ConditionsQP DualityUnique and Alternate Optimal SolutionsSensitivity AnalysisQP Solution AlgorithmsA Basic QP Algorithm: Algorithm 3 Determination of an Initial Feasible PointAn Efficient QP Algorithm: Algorithm 4Degeneracy and Its ResolutionA Dual QP Algorithm Algorithm 5 General QP and Parametric QP Algorithms A General QP Algorithm: Algorithm 6 A General Parametric QP Algorithm: Algorithm 7Symmetric Matrix Updates Simplex Method for QP and PQP Simplex Method for QP: Algorithm 8 Simplex Method for Parametric QP: Algorithm 9 Nonconvex Quadratic Programming Optimality Conditions Finding a Strong Local Minimum: Algorithm 10