Michael
2012-Apr-17 15:54 UTC
[R] What functions are available for Quadratically Constrained Quadratic Programming in R?
Hi all, Could anybody please point me to the solver function in R on QCQP? The quadprog package seems to be only able to handle the linear constraints... Thank you! [[alternative HTML version deleted]]
Michael
2012-Apr-17 16:30 UTC
[R] What functions are available for Quadratically Constrained Quadratic Programming in R?
Looks like we need an SDP solver in R... Any pointers? thanks a lot! On Tue, Apr 17, 2012 at 10:54 AM, Michael <comtech.usa@gmail.com> wrote:> Hi all, > > Could anybody please point me to the solver function in R on QCQP? > > The quadprog package seems to be only able to handle the linear > constraints... > > Thank you![[alternative HTML version deleted]]