Quadratic (quadratic)
Contents
Quadratic. Quadratic function
Syntax
quadratic(matrix) |
short call; |
quadratic_name(matrix) |
call with optional name. |
Parameters
matrix is a PSG matrix:
where
, if 
then rows J+1,…,I are considered as containing zeros.
The scenario_benchmark column is optional. If this column is absent then correspondent row 
is considered as absent too. The scenario_benchmark column may occupies arbitrary place in a matrix. In such case row 
is considered as occupying correspondent place.
Mathematical Definition
Quadratic function is calculated as follows:
,
where
is an argument of Quadratic function.
Example
See also
Polynomial Absolute, Relative Entropy, CVaR Component Positive, CVaR Component Negative, CVaR Component Absolute, VaR Component Positive, VaR Component Negative, Maximum Component Positive, Maximum Component Negative, Maximum Component Absolute, Square Root Quadratic, Logarithms Sum