[R] Quadradic constraint in optimization of linear program

pragathichi pragathichitra.s at tcs.com
Fri Sep 18 05:40:28 CEST 2009


Sorry i made a mistake in the example my Quadradic constraint is 
X3^2-3.6 * X3 >= 0

Gabor Grothendieck wrote:
> 
> 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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>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
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>>
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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