Re: [R] Quadratic Programming

2007-08-17 Thread Francisco J. Zagmutt
Read the posting guide at http://www.R-project.org/posting-guide.html and try the suggestions under "Do your homework before posting:" You probably won't have to go past bullet 3 to find the answer to your question. Regards, Francisco Tobias Schlottmann wrote: > Hi there, > > Is it

[R] Quadratic Programming

2007-08-17 Thread Tobias Schlottmann
Hi there, Is it basically possible to solve a non-convex quadratic programming with optimal solution by any way? What could be the way? How can be this problem dealt with? Could you guide me to some references please? I thank you very much for eny help. Tobi ---

[R] Quadratic Programming where D is indefinite

2006-03-21 Thread Felix Distel
Hi, Is there an R package capable of solving quadratic programming problems where 1/2 x^T D x - d^T x is to be minimized and D is not necessarily positive definite. Apparently quadprog requires D to be positive definite. All constraints are linear inequalities. Thanks in advance, Felix ___