= Quadratic program
{title2=$\min_x\{\tfrac12x^TQx+c^Tx:Ax\leq b,\;Ex=f\}$}
= Quadratic programming problem
{synonym}
A <quadratic program> is an optimization problem with a quadratic objective and linear equality or inequality constraints. A positive-definite objective Hessian makes it <strictly convex> and coercive; on a nonempty closed feasible set its minimizer exists and is unique. Such a program resolves tied Lasso knots by constraining tangent signs of currently zero <regression coefficients> while allowing unrestricted tangents for nonzero ones.
Back to article page