[R] Quadratic Optimization

Spencer Graves spencer.graves at pdf.com
Sat Dec 2 19:19:06 CET 2006


Hi, Prof. Ripley: 

<snip>

>
> But that is a single equality quadratic constraint, and I believe 
> 'quadratic constraints' (note, plural) conventionally means multiple 
> inequality constraints.  That meaning is a hard problem that needs 
> specialized software (most likely using interior-point methods).
>
>>    SpG>       Maximize a'x subject to x'Ax=c.
>
> Not I believe the usual meaning (nor what Googling 'quadratic 
> constraints' came up with for me).
>
Thanks for the clarification.  Spencer Graves




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