R help - May 2004 - solving 2 variable quadratic program

Dear All,

 

I?m trying to solve a two variable Quadratic Program, is there a way to
solve the following problem with quadpro in R  :

 

Min(K) Max(alfa){ C>= alfa >=0;t(alfa)%*%y=0}    
t(e)%*% alfa - 0.5t(alfa)%*% D %*%alfa

subject to 
   trace(K) = c
   K =  \sum_{i=1}^m  mu_i K_i
   K >= 0
   mu >= 0 

where :
   y,alfa: vector  
   C,c : constant
   e matrix: e(i,i)=1 e(i,j)=0 i<>j
   K matrix, 

 
Thanks in advance,

Regards,
Ramzi

 



TEMANNI Ramzi
DEA Student

Lim&Bio
http://www.limbio-paris13.org
UFR de Sant??, M??decine et Biologie Humaine (SMBH)  L??onard de Vinci
74, rue Marcel Cachin
93017 Bobigny Cedex
France.
 
T??l : 01.48.38.73.07
T??l : 06.21.43.27.59
temanni.ramzi at free.fr 
http://temanni.ramzi.free.fr