[R] Quadradic constraint in optimization of linear program
Gabor Grothendieck
ggrothendieck at gmail.com
Thu Sep 17 13:49:21 CEST 2009
The 2nd constraint holds trivially and the 1st constraint implies that the
maximum is 10. The solution is not unique and any values of the
variables satisfying the 1st constraint are optimum. No software
needed.
On Thu, Sep 17, 2009 at 4:19 AM, pragathichi <pragathichitra.s at tcs.com> wrote:
>
> Can someone suggest which package is required for optimization of linear
> program with quadradic constraint.
>
> Eg max x1+x2+x3
> subject to
> x1+x2+x3=10
> x3^2 >= 0
> --
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