A Systematic Literature Review on Quadratic Programming

Yagi P.A.; Quiroz E.A.P.; Lengua M.A.C. · Lecture Notes in Networks and Systems (2023) · DOI: 10.1007/978-981-19-2397-5_66

Resumen

The aim of this paper is to present a review on the state-of-the-art related to quadratic programming (QP) according to the methodology of Kitchenham and Charter. Our review was motivated from four questions: Q1: In what areas are quadratic programming models used? Q2: What optimization methods are used to solve quadratic programming problems? Q3: What optimization methods or algorithms have been used for portfolio selection? Q4: What optimization methods or algorithms solve quasiconvex quadratic problems? We obtain very interesting results on QP and discovered a new line of research for future investigations.

Instituciones: Universidad Nacional Mayor de San Marcos; Universidad Tecnológica del Perú