Abbreviation: QP. A type of mathematical programming that finds the minimum or maximum value of a quadratic function under constraints given by linear equalities or inequalities. It is applicable not only to cases where the objective function is originally quadratic, such as regression analysis and portfolio analysis, but also to cases where a nonlinear objective function other than quadratic is approximated to a quadratic function. [Optimal conditions] The domain of feasible solutions is a convex polyhedron, as in linear programming, but the optimal solution does not necessarily exist within the vertices; it may exist on a boundary other than the vertices, or it may exist inside the convex polyhedron. Source: Heibonsha World Encyclopedia, 2nd Edition Information |
略称QP。数理計画法の一種であって,線形等式あるいは線形不等式で与えられる制約のもとでの二次関数の最小値または最大値を求める方法。回帰分析,ポートフォリオ分析のように,元来目的関数が二次式である場合だけでなく,二次式以外の非線形の目的関数を二次式に近似する場合にも適用される。 [最適条件] 実行可能解の領域は,線形計画法の場合と同じく凸多面体になるが,最適解は,頂点の中に存在するとは限らず,頂点以外の境界上に存在することも,凸多面体の内部に存在することもある。 出典 株式会社平凡社世界大百科事典 第2版について 情報 |
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