A computing technique for generating several efficient sets of combinations of the expected value, and the variance of the payoff. While this study discusses only minimization problems involving a quadratic form whose matrix is positive semidefinite, this technique may be adapted for problems of maximizing or minimizing quadratic forms (with the right properties) subject to linear constraints.
Markowitz, Harry Max, The Optimization of Quadratic Functions Subject to Linear Constraints. Santa Monica, CA: RAND Corporation, 1955. https://www.rand.org/pubs/research_memoranda/RM1438.html.
Markowitz, Harry Max, The Optimization of Quadratic Functions Subject to Linear Constraints, RAND Corporation, RM-1438-PA, 1955. As of November 29, 2023: https://www.rand.org/pubs/research_memoranda/RM1438.html