Dear All,
I�m trying to solve a two variable Quadratic Program, is there a way to
solve the following problem with quadpro in R :
Min(K) Max(alfa){ C>= alfa >=0;t(alfa)%*%y=0}
t(e)%*% alfa - 0.5t(alfa)%*% D %*%alfa
subject to
trace(K) = c
K = \sum_{i=1}^m mu_i K_i
K >= 0
mu >= 0
where :
y,alfa: vector
C,c : constant
e matrix: e(i,i)=1 e(i,j)=0 i<>j
K matrix,
Thanks in advance,
Regards,
Ramzi
TEMANNI Ramzi
DEA Student
Lim&Bio
http://www.limbio-paris13.org
UFR de Sant�, M�decine et Biologie Humaine (SMBH) L�onard de Vinci
74, rue Marcel Cachin
93017 Bobigny Cedex
France.
T�l : 01.48.38.73.07
T�l : 06.21.43.27.59
[EMAIL PROTECTED]
http://temanni.ramzi.free.fr
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