I have a question about what is the best function or package to use to do the following in R: minimize Q = g W g' where respect to \gamma where g is n x 1 vector, W is a n x n matrix and is given, and g = 1 / T * sum_from_i=1_to_1=60 [ (1-R[i+1] * ( E[i+1]/E[i ] )^(\gamma) ) ] and T is a constant would it be a feasible to first find the vector of g (a n x 1 vector) that minimize Q using solver from quadprog and then solve for \gamma using the vector elements found? -Sai