Forgot to send one copy to R help. Sorry

Megh Dal <megh700004@yahoo.com> wrote:  Date: Wed, 7 May 2008 02:45:09 -0700 (PDT)
From: Megh Dal <megh700004@yahoo.com>
Subject: Re: [R] Solution of function
To: Berwin A Turlach <berwin@maths.uwa.edu.au>

  Hi Berwin,
   
  Thanks for having look on my problem. However on ipop() function I see following:
   
  ipop solves the quadratic programming problem :
min(c'*x + 1/2 * x' * H * x)
subject to: 
b <= A * x <= b + r
l <= x <= u 
   
  But my problem is not to find maxima or minima rather to get solution at that defined region. How to modify that function for my problem?

Berwin A Turlach <berwin@maths.uwa.edu.au> wrote:
  G'day Megh,

On Wed, 7 May 2008 01:11:34 -0700 (PDT)
Megh Dal wrote:

> I want to find solution of function : f(x,y) = x'Cx - a under
> constraints : 
> 0 < x,y < p
> 0 < x-y< q
> 
> where a, p,q are given constants and x = (x, y) and C is a 2X2
> matrix (given) 
> Can anyone suggest me any R function to do that?

ipop() in package kernlab
solve.QP in package quadprog
Depending on the form of C, package LowRankQP could also be of interest.

HTH.

Cheers,

Berwin

=========================== Full address =============================
Berwin A Turlach Tel.: +65 6515 4416 (secr)
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