[R] quadratic programming-maximization instead of minization

Ken Hutchison vicvoncastle at gmail.com
Mon Jan 2 22:02:58 CET 2012


I don't have experience with this in R and I'm not sure I understand the question that well but maybe something like nearPD()?
  Ken Hutchison


On Jan 2, 2012, at 6:36 AM, riccardo24 <riccardo.giacomelli at gmail.com> wrote:

> 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
> 
> --
> View this message in context: http://r.789695.n4.nabble.com/quadratic-programming-maximization-instead-of-minization-tp4253011p4253011.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> 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.



More information about the R-help mailing list