V2EX quadratic programming

Quadratic Programming

定义 Definition

二次规划:一种优化方法,在满足一组线性约束的条件下,最小化(或最大化)一个二次型目标函数(通常写作 \( \frac12 x^T Q x + c^T x \))。常用于投资组合优化、机器学习(如支持向量机)、资源分配与控制等。注:有时也指相关的建模问题与求解框架。

发音 Pronunciation

/kwdrtk prorm/

例句 Examples

We solved a quadratic programming problem to minimize cost.
我们求解了一个二次规划问题来使成本最小化。

Because the objective is quadratic and the constraints are linear, quadratic programming can efficiently model portfolio risk under practical limits.
由于目标函数是二次的而约束是线性的,二次规划可以在实际限制条件下高效地刻画投资组合风险。

词源 Etymology

quadratic 来自拉丁语 quadratus(“正方形的、平方的”),在数学里引申为“二次的/平方项的”。programming 在运筹学语境中并非“写代码”,而是源于“规划/计划”的含义,指一类系统化的优化与决策方法(如 linear programming 线性规划)。合起来 quadratic programming就是“目标含二次项的(数学)规划”。

相关词 Related Words

文学与名著中的用例 Literary Works

  • Stephen Boyd & Lieven Vandenberghe, Convex Optimization(系统讲解凸优化,包含二次规划与相关对偶理论)
  • Dimitri P. Bertsekas, Nonlinear Programming(涵盖二次规划、KKT 条件与数值方法)
  • Jorge Nocedal & Stephen J. Wright, Numerical Optimization(介绍含二次规划的算法,如序列二次规划等思想与变体)
  • Markowitz 相关投资组合理论文献与教材(经典均值-方差模型常可表述为二次规划)
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