[R] Convex optimization in R ?

[Steve Lianoglou]

Hi,

On Mon, Mar 26, 2012 at 6:46 PM, nserdar <snes1982 at hotmail.com> wrote:
> Hi
>
> I should stochastic receding control process for portfolio
>
> optimization, so that I need a convex optimisation package
>
> in R .
>
> Please let me know if  any package is available for convex optimisation
> packages.

This is probably a good place for you to start looking:

http://cran.r-project.org/web/views/Optimization.html

HTH,
-steve
-- 
Steve Lianoglou
Graduate Student: Computational Systems Biology
 | Memorial Sloan-Kettering Cancer Center
 | Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact