[R-SIG-Finance] Urgent on the help

[Yunlei.Hu at barclayscapital.com]

 Dear all

I am using quadratic programming to solve the portfolio optimization in
cosidering transaction cost. Is there any R optimization package can do
this? 

Solve.QP require the positive definite matrix in Dmat, while in my case,
this matrix in the objective function is not positive definite.

>  It is in a bit of emergency. I would be really appreciated if anybody
> can give me the reply ASAP. 
> 
> Many thanks
>  Yunlei 
> 
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