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...n. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I included enough details for someone to deciper it. Or does anyone have a good example they can send me? Thanks so much for any hints and suggestions, Roger. library(quadprog, lib.loc="C:\\Program Files\\R\\tools") library(MASS, lib.loc="C:\\Program Files\\R\\tools") n<-100 m<-200 rho<-0.7 sigma<-0.2 mu<-0...