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  2. Quadratically constrained quadratic program - Wikipedia

    en.wikipedia.org/wiki/Quadratically_constrained...

    There are two main relaxations of QCQP: using semidefinite programming (SDP), and using the reformulation-linearization technique (RLT). For some classes of QCQP problems (precisely, QCQPs with zero diagonal elements in the data matrices), second-order cone programming (SOCP) and linear programming (LP) relaxations providing the same objective value as the SDP relaxation are available.

  3. Quadratic programming - Wikipedia

    en.wikipedia.org/wiki/Quadratic_programming

    Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions.Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constraints on the variables.

  4. Interior-point method - Wikipedia

    en.wikipedia.org/wiki/Interior-point_method

    An interior point method was discovered by Soviet mathematician I. I. Dikin in 1967. [1] The method was reinvented in the U.S. in the mid-1980s. In 1984, Narendra Karmarkar developed a method for linear programming called Karmarkar's algorithm, [2] which runs in provably polynomial time (() operations on L-bit numbers, where n is the number of variables and constants), and is also very ...

  5. Quadratically constrained quadratic programming - Wikipedia

    en.wikipedia.org/?title=Quadratically...

    Retrieved from "https://en.wikipedia.org/w/index.php?title=Quadratically_constrained_quadratic_programming&oldid=108303839"

  6. Steffensen's method - Wikipedia

    en.wikipedia.org/wiki/Steffensen's_method

    In this case quickly means that for both methods, the number of correct digits in the answer doubles with each step. But the formula for Newton's method requires evaluation of the function's derivative f ′ {\displaystyle ~f'~} as well as the function f , {\displaystyle ~f~,} while Steffensen's method only requires f {\displaystyle ~f~} itself.

  7. Mathematical optimization - Wikipedia

    en.wikipedia.org/wiki/Mathematical_optimization

    Sequential quadratic programming: A Newton-based method for small-medium scale constrained problems. Some versions can handle large-dimensional problems. Interior point methods: This is a large class of methods for constrained optimization, some of which use only (sub)gradient information and others of which require the evaluation of Hessians.

  8. Aitken's delta-squared process - Wikipedia

    en.wikipedia.org/wiki/Aitken's_delta-squared_process

    Also, the second [] value is less accurate than the 4th value, which is not surprising due to the fact that Aitken's process is best suited for sequences that converge linearly, rather than quadratically, and Heron's method for calculating square roots converges quadratically. [citation needed]

  9. Constraint programming - Wikipedia

    en.wikipedia.org/wiki/Constraint_programming

    Constraint propagation in constraint satisfaction problems is a typical example of a refinement model, and formula evaluation in spreadsheets are a typical example of a perturbation model. The refinement model is more general, as it does not restrict variables to have a single value, it can lead to several solutions to the same problem.