[R] Quadratic Programming
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 - Boardwalk for $500? In 2007? Ha! - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Quadratic Programming
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 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 - Boardwalk for $500? In 2007? Ha! - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Quadratic Programming where D is indefinite
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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html