<div>Hi Yuilei,</div>
<div> </div>
<div>For immediate reference, I enclose two papers. See if these come to your use. give me a little time to run through the codes.</div>
<div> </div>
<div>Kind Regards,</div>
<div>Debashis<br><br> </div>
<div><span class="gmail_quote">On 22/07/2008, <b class="gmail_sendername"><a href="mailto:Yunlei.Hu@barclayscapital.com">Yunlei.Hu@barclayscapital.com</a></b> <<a href="mailto:Yunlei.Hu@barclayscapital.com">Yunlei.Hu@barclayscapital.com</a>> wrote:</span>
<blockquote class="gmail_quote" style="PADDING-LEFT: 1ex; MARGIN: 0px 0px 0px 0.8ex; BORDER-LEFT: #ccc 1px solid"><br>Dear all<br><br>I am using quadratic programming to solve the portfolio optimization in<br>cosidering transaction cost. Is there any R optimization package can do<br>
this?<br><br>Solve.QP require the positive definite matrix in Dmat, while in my case,<br>this matrix in the objective function is not positive definite.<br><br>> It is in a bit of emergency. I would be really appreciated if anybody<br>
> can give me the reply ASAP.<br>><br>> Many thanks<br>> Yunlei<br>><br>_______________________________________________<br><br>This e-mail may contain information that is confidential, privileged or otherwise protected from disclosure. If you are not an intended recipient of this e-mail, do not duplicate or redistribute it by any means. Please delete it and any attachments and notify the sender that you have received it in error. Unless specifically indicated, this e-mail is not an offer to buy or sell or a solicitation to buy or sell any securities, investment products or other financial product or service, an official confirmation of any transaction, or an official statement of Barclays. Any views or opinions presented are solely those of the author and do not necessarily represent those of Barclays. This e-mail is subject to terms available at the following link: <a href="http://www.barcap.com/emaildisclaimer">www.barcap.com/emaildisclaimer</a>. By messaging with Barclays you consent to the foregoing. Barclays Capital is the investment banking division of Barclays Bank PLC, a company registered in England (number 1026167) with its registered offi!<br>
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