[R] What functions are available for Quadratically Constrained Quadratic Programming in R?

[Nordlund, Dan (DSHS/RDA)]

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Michael
> Sent: Tuesday, April 17, 2012 9:31 AM
> To: r-help
> Subject: Re: [R] What functions are available for Quadratically
> Constrained Quadratic Programming in R?
> 
> Looks like we need an SDP solver in R...
> 
> Any pointers?
> 
> thanks a lot!
> 
> On Tue, Apr 17, 2012 at 10:54 AM, Michael <comtech.usa at gmail.com>
> wrote:
> 
> > Hi all,
> >
> > Could anybody please point me to the solver function in R on QCQP?
> >
> > The quadprog package seems to be only able to handle the linear
> > constraints...
> >
> > Thank you!
> 

library(sos)
findFn('semidefinite programming')

The above returned 6 results.  You might look to see if one of them meets your needs.  


Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA 98504-5204