[R] opimization problem

[Gottfried Gruber]

hi,

i want to execute the following opimization problem:
max r*w
s.t.:   w*z=1	# sum of w is 1
r, w are [nx1] vectors, z is a [nx1] vector consisting of 1
so far so good, works fine with lp

the problem arises with the additional restriction
w' * V * w
where V is a [nxn] matrix
how can i include this restriction since w arises twice?

thanks,
gg

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Gottfried Gruber
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