Quadratic Programming
In this chapter we turn the LP problem from Chapter 10 into a Quadratic Programming (QP) problem, and the first MIP model from Chapter 11 into a Mixed Integer Quadratic Programming (MIQP) problem. The chapter shows how to
- define quadratic objective functions,
- incrementally define and solve problems.
Chapter 7 shows how to formulate and solve the same examples with Mosel and in Chapter 17 the QP problem is input and solved directly with Xpress Optimizer.
© 2001-2020 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.