برنامه ريزى غيرخطى بازرگانى : تابع هدف درجه دوم استکلمات مرتبط(2)
quadratic programming
Bloomberg Financial Glossary
Variant of linear programming in which the objective function is quadratic rather than linear. In portfolio selection, we often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.
