Hi,

I am currently using solve.QP from the quadprog package to solve some
quadratic optimization problems of the form:

min[ -d'b + (1/2) b'Db ] under constraints A'b >= b_0

solve.QP appears to use an implementation of the Goldfarb and Idnani
algorithm. I now have a problem of this form where the matrix D is positive
semi-definite which breaks solve.QP. It looks like there is a modified
Goldfarb and Idnani algorithm that handles the semi-definite case (see:
http://www.springerlink.com/content/h8154g18w87x47g0/). Is there a quadratic
solver in R that handles this case? Or, is there another approach to this
problem someone can suggest?

Thanks,
Kyle

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