[R] Convex optimization in R ?

Steve Lianoglou mailinglist.honeypot at gmail.com
Tue Mar 27 05:40:42 CEST 2012


On Mon, Mar 26, 2012 at 6:46 PM, nserdar <snes1982 at hotmail.com> wrote:
> Hi
> I should stochastic receding control process for portfolio
> optimization, so that I need a convex optimisation package
> in R .
> Please let me know if  any package is available for convex optimisation
> packages.

This is probably a good place for you to start looking:


Steve Lianoglou
Graduate Student: Computational Systems Biology
 | Memorial Sloan-Kettering Cancer Center
 | Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact

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