Forgot to send one copy to R help. Sorry
Megh Dal <megh700004@yahoo.com> wrote: Date: Wed, 7 May 2008 02:45:09
-0700 (PDT)
From: Megh Dal <megh700004@yahoo.com>
Subject: Re: [R] Solution of function
To: Berwin A Turlach <berwin@maths.uwa.edu.au>
Hi Berwin,
Thanks for having look on my problem. However on ipop() function I see
following:
ipop solves the quadratic programming problem :
min(c'*x + 1/2 * x' * H * x)
subject to:
b <= A * x <= b + r
l <= x <= u
But my problem is not to find maxima or minima rather to get solution at that
defined region. How to modify that function for my problem?
Berwin A Turlach <berwin@maths.uwa.edu.au> wrote:
G'day Megh,
On Wed, 7 May 2008 01:11:34 -0700 (PDT)
Megh Dal wrote:
> I want to find solution of function : f(x,y) = x'Cx - a under
> constraints :
> 0 < x,y < p
> 0 < x-y< q
>
> where a, p,q are given constants and x = (x, y) and C is a 2X2
> matrix (given)
> Can anyone suggest me any R function to do that?
ipop() in package kernlab
solve.QP in package quadprog
Depending on the form of C, package LowRankQP could also be of interest.
HTH.
Cheers,
Berwin
=========================== Full address ============================Berwin A
Turlach Tel.: +65 6515 4416 (secr)
Dept of Statistics and Applied Probability +65 6515 6650 (self)
Faculty of Science FAX : +65 6872 3919
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