Re: What functions are available for Quadratically Constrained Quadratic Programming in R?
> -----Original Message-----
> From: [hidden email] [mailto:r-help-bounces@r-
> project.org] On Behalf Of Michael
> Sent: Tuesday, April 17, 2012 9:31 AM
> To: r-help
> Subject: Re: [R] What functions are available for Quadratically
> Constrained Quadratic Programming in R?
> Looks like we need an SDP solver in R...
> Any pointers?
> thanks a lot!
> On Tue, Apr 17, 2012 at 10:54 AM, Michael <[hidden email]>
> > Hi all,
> > Could anybody please point me to the solver function in R on QCQP?
> > The quadprog package seems to be only able to handle the linear
> > constraints...
> > Thank you!
The above returned 6 results. You might look to see if one of them meets your needs.
Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA 98504-5204