5.1 Convex quadratic programming problem

1. Convex quadratic optimization concept

2. Convex quadratic optimization solution-Lagrangian method

If the inequality constraint in the convex quadratic optimization problem is greater than 0 or greater than or equal to 0, it must be converted to less than or equal to 0, and then the
famous KKT condition of the Lagrangian multiplier method is used to integrate the Lagrangian multiplier method solving problems with inequality constraints extremum



example


with reference to bother to knock the formula, truncated FIG directly, see reference