User Guide

For example, solve the quadratic program:
maximize subject to , where is the vector of problem
variables.
Define the column vector, c, of the quadratic objective function.
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Define the symmetric Hessian matrix, H, of the quadratic objective function.
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Define the matrix A, the coefficient matrix for the linear inequality con-
straints.
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Define the column vector b, the linear inequality constraints.
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The QPSolve command solves quadratic programs.
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Note: For information on creating matrices and vectors (including how to
use the Matrix palette to easily create matrices), see Linear Al-
gebra (page 135).
For additional information on performing efficient computations, refer to
the ?Optimization/Computation help page.
172 • 4 Mathematical Computations