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Linear and Quadratic Programming Problems*
In this chapter, we are going to study a few common examples of convex programming problems. The reader is expected to have a fair background of linear programming already. As such, we discuss the main features of the linear programming problem mostly in the spirit of recapitulation. Next, we develop the ideas and methods of the quadratic programming problem. Finally, as its application, we work out a trust region method for function minimization, which has been left in the background for quite a few intervening chapters.
Linear Programming
In an optimization problem, if the objective function as well as all the constraint functions are linear, then we call it a linear optimization or linear programming ...
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