# Re: Question quadprogXT

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## Re: Question quadprogXT

 Hi Antoine,   Yes - it handles turnover constraints. Check out the second to last example from ?solveQPXT. Bob On Tue, Mar 6, 2018 at 9:03 AM, Antoine <[hidden email]> wrote: > Hello Bob, > > First of all, thanks for your R Package quadprogXT, I hope that I will use > it for my turnover constraint (in financial context). Could you please tell > me if you use this topic to implement the solution. > > > Convex Optimization problem with sum of absolute value constraints > > > Convex Optimization problem with sum of absolute value constraints > > How to solve the optimization problem written below? \begin{align} > &\operatorname{argmax}\limits_{a}\; a^T b ... > > > > Thanks in advance, > > Best Regards, > > Antoine > >         [[alternative HTML version deleted]] _______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.