Yes. This problem https://en.wikipedia.org/wiki/Quadratic_programming0. What is "QP"?
quadratic programming?
Thanks! I'll see it.
Thanks for the paper! It is very interesting.Your application may or may not be related to yield curve fitting, but either way this classic from the Great Dane is worth a look: https://papers.ssrn.com/sol3/papers.cfm ... _id=871088