Hi all, Can we solve Quadratic Program with Quadratic Constraint in R ? Regards, 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
David Khabie-Zeitoune
2004-May-20 10:52 UTC
[R] quadratic problem with quadratic constraint
Sure -- just use a Lagrangian multiplier to bring the constraint into the objective function and then use a QP routine like quadprog (in the quadprog library). You will need to run an *outer* optimisation to find the value of the Langrangian multiplier. -----Original Message----- From: Ramzi TEMANNI [mailto:ramzi.temanni at laposte.net] Sent: 14 May 2004 11:27 To: r-help at stat.math.ethz.ch Subject: [R] quadratic problem with quadratic constraint Hi all, Can we solve Quadratic Program with Quadratic Constraint in R ? Regards, 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 ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html