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 · शब्दावली
Linear, quadratic, second-order cone and semidefinite programmes क्या है?
अन्य नाम: linear programme · quadratic programme · second-order cone programme · semidefinite programme