[R] Quadratic Constraints

Shubha Vishwanath Karanth shubhak at ambaresearch.com
Mon May 12 13:20:09 CEST 2008


Hello R,

By any chance, Rdonlp2 package of R defined in
http://arumat.net/Rdonlp2/tutorial.html#SECTION00020000000000000000
serves the below purpose?

BR, Shubha
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Shubha Vishwanath Karanth
Sent: Monday, May 12, 2008 3:27 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Quadratic Constraints

Hi R,

 

A quick question.... How can I optimize the objective function
constrained to quadratic constraints? Which function of R is useful for
quadratic constraints?

 

Many Thanks,

Shubha

 

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