definition · term 16 of 25
quadratic programming (QP).
Optimization with a quadratic objective and linear constraints, used for variance, risk and smooth trade-offs.
worked examplespread the riskA portfolio of flexibility assets has an expected margin and a variance. The quadratic term penalises plans that put everything on one market at once.
in plain language
Quadratic programming allows squared terms and products of variables in the objective. That is needed to minimise variance, fit least squares or penalise large deviations more than small ones. Convex QPs solve efficiently; non-convex QPs are NP-hard.
quadratic programming, on your own decision.
Bring one recurring decision. Your planners see the terms of this glossary applied to their own rules and data.
- Glossary
- all 25 terms, a to z
- Problem types
- the decisions kint solves
- Comparisons
- kint next to other approaches
- Contact
- hello@kint.pro