[R] Quadratic Programming where D is indefinite

Felix Distel felixdistel at gmx.de
Tue Mar 21 14:17:01 CET 2006


Hi,

Is there an R package capable of solving quadratic programming
problems where 1/2 x^T D x - d^T x is to be minimized and D is
not necessarily positive definite.

Apparently quadprog requires D to be positive definite.

All constraints are linear inequalities.

Thanks in advance,
Felix




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