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(quadratic dual problem)

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  • Quadratic programming — (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables.The quadratic programming problem… …   Wikipedia

  • Problem of Apollonius — In Euclidean plane geometry, Apollonius problem is to construct circles that are tangent to three given circles in a plane (Figure 1); two circles are tangent if they touch at a single point. Apollonius of Perga (ca. 262 BC ndash; ca. 190 BC)… …   Wikipedia

  • Linear-quadratic-Gaussian control — In control theory, the linear quadratic Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, having incomplete state information… …   Wikipedia

  • Smallest circle problem — The smallest circle problem or minimum covering circle problem is a mathematical problem of computing the smallest circle that contains all of a given set of points in the Euclidean plane. The corresponding problem in n dimensional space, the… …   Wikipedia

  • Quadratically constrained quadratic program — In mathematics, a quadratically constrained quadratic program (QCQP) is an optimization problem in which both the objective function and the constraints are quadratic functions. It has the form: egin{align} ext{minimize} frac12 x^ op P 0 x + q… …   Wikipedia

  • Primal-Dual-Active-Set-Algorithmus — Der Primal Dual Active Set Algorithmus ist ein Verfahren zur Lösung eines quadratischen Optimierungsproblems über einer konvexen Teilmenge S eines Hilbertraumes V über der Menge Ω. Inhaltsverzeichnis 1 Das Problem 2 Der Algorithmus …   Deutsch Wikipedia

  • Primal-Dual-Active-Set Algorithmus — Der Primal Dual Active Set Algorithmus ist ein Verfahren zur Lösung eines quadratischen Optimierungsproblems über einer konvexen Teilmenge S eines Hilbertraumes V über der Menge Ω. Inhaltsverzeichnis 1 Das Problem 2 Der Algorithmus 3 Anwendungen …   Deutsch Wikipedia

  • Linear programming — (LP, or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships.… …   Wikipedia

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

  • Semidefinite programming — (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function over the intersection of the cone of positive semidefinite matrices with an affine space.Semidefinite programming is a relatively new field… …   Wikipedia

  • Optimization (mathematics) — In mathematics, the term optimization, or mathematical programming, refers to the study of problems in which one seeks to minimize or maximize a real function by systematically choosing the values of real or integer variables from within an… …   Wikipedia

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