[R] Linear objective function with Quadratic constraints

vikrant S shimpi.vikrant at gmail.com
Fri Sep 18 13:16:51 CEST 2009


I am new to R and I want to solve this following problem using R.

My Objective function is a linear function with Quadratic constraints.I want
to know how to solve this problem and which package will be helpful for me
for solving such type of problems.Moreover my one constraint is linear and
equality constraints and another quadratic constraint is inequality
constraint.
How to solve this problem ?
Plz help Me

Min z = 5 *x1 + 9*x2 + 7.15*x3 + 3.5 *x4
subject to following constraints.
x1 + x2 + x3 + x4 = 9
x1 + x4 <=6.55
x3(x3 - 3.6) >= 0 

 

 

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