[R] Solving a quadratically constrained linear program with inital values

[Pascal Kündig]

Hi everyone,
I'm looking for an R-function that solves a quadratically constrained 
linear program of the form:

min(x) -\mu' x
subject to
x' \Sigma x <= s
1'x <= 1
-1'x <= -1
Ix <= u
-Ix <= -b

while considering a given starting value for the vector x.
The above problem results from a larger program of the same structure 
and by setting the constraint that some elements of the solution vector 
\tilde{x} of this larger program have to be 0 if they lie below a 
certain threshold. The starting value for the vector x is therefore a 
subvector of \tilde{x}. \Sigma is symmetric but not necessarily positive 
definite.