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Quadratic programming

Known as: QP, Quadratic program 
Quadratic programming (QP) is a special type of mathematical optimization problem—specifically, the problem of optimizing (minimizing or maximizing… Expand
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Papers overview

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Highly Cited
2014
Highly Cited
2014
Many practical applications lead to optimization problems that can either be stated as quadratic programming (QP) problems or… Expand
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Highly Cited
2009
Highly Cited
2009
The problem of consistently estimating the sparsity pattern of a vector beta* isin Rp based on observations contaminated by noise… Expand
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Highly Cited
2009
Highly Cited
2009
In this paper, we model any nonconvex quadratic program having a mix of binary and continuous variables as a linear program over… Expand
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Highly Cited
2003
Highly Cited
2003
Explicit solutions to constrained linear model predictive control problems can be obtained by solving multi-parametric quadratic… Expand
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Highly Cited
1995
Highly Cited
1995
In this paper, we present new conditions ensuring existence, uniqueness, and Global Asymptotic Stability (GAS) of the equilibrium… Expand
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Highly Cited
1991
Highly Cited
1991
We show that the problem of minimizing a concave quadratic function with one concave direction is NP-hard. This result can be… Expand
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Highly Cited
1991
Highly Cited
1991
The authors present a placement method for cell-based layout styles. It is composed of alternating and interacting global… Expand
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Highly Cited
1986
Highly Cited
1986
QDMC is an improved version of Shell's Dynamic Matrix Control (DMC) multivariable algorithm which provides a direct and efficient… Expand
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Highly Cited
1983
Highly Cited
1983
An efficient and numerically stable dual algorithm for positive definite quadratic programming is described which takes advantage… Expand
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Highly Cited
1959
Highly Cited
1959
Abstract : A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear… Expand
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