A linear programme minimises a linear function subject to linear constraints; a quadratic programme has a convex quadratic objective and linear constraints; a second-order cone programme (SOCP) adds constraints ; a semidefinite programme constrains a symmetric matrix depending affinely on to be positive semidefinite.
Quantitative Finance · المسرد
ما معنى Linear, quadratic, second-order cone and semidefinite programmes؟
يُعرف أيضًا باسم: linear programme · quadratic programme · second-order cone programme · semidefinite programme