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multiplier
2008 Feb 15
2
Quadratic Programming
...om quadprog) to solve a standard quadratic
programming problem: min_w -0.5*w'Qw st ... I would like solve.QP to do two
things: 1) to start the optimization from a user-supplied initial
condition; i.e., from a vector w_0 that satisfies the constraints, and 2) to
return the values of the lagrange multiplieres associated with the
constraints. I did not find an obvious way in help(solve.QP). Any thoughts?
Thanks.
Jorge
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