[R] quadratic programming-maximization instead of minization
riccardo24
riccardo.giacomelli at gmail.com
Mon Jan 2 12:36:04 CET 2012
Hi, I need to maximize a quadratic function under constraints in R.
For minimization I used solve.QP but for maximization it is not useful since
the matrix D of the quadratic function
should be positive definite hence I cannot simply change the sign.
any suggestion ?
thanks
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