Sure -- just use a Lagrangian multiplier to bring the constraint into the objective function and then use a QP routine like quadproog (in the quadprog library). You will need to run an *outer* optimisation to find the value of the Langrangian multiplier.
-----Original Message----- From: Ramzi TEMANNI [mailto:[EMAIL PROTECTED] Sent: 14 May 2004 11:27 To: [EMAIL PROTECTED] Subject: [R] quadratic problem with quadratic constraint Hi all, Can we solve Quadratic Program with Quadratic Constraint in R ? Regards, 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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
