Classic Optimization Algorithm

Outline

1. Quadratic programming
   • Introduction
   • General form
2. Solution methods
   • Newton's method
   • Primal-dual interior-point method
3. Experimental result
   • Example
4. Reference

Getting Started

Quadratic programming

Solution methods

Experimental result

Reference

• [1] : https://en.wikipedia.org/wiki/Quadratic_programming
• [2] : S Boyd, L Vandenberghe,“Convex Optimization”- 2004
• [3] : https://cran.r-project.org/web/views/Optimization.html