What functions are available for Quadratically Constrained Quadratic Programming in R?

[LosemindL]

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!

        [[alternative HTML version deleted]]

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[LosemindL]

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]> wrote:

> 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!

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.

[Nordlund, Dan (DSHS/RDA)]

> -----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]>
> wrote:
>
> > 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!
>

library(sos)
findFn('semidefinite programming')

The above returned 6 results.  You might look to see if one of them meets your needs.  


Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA 98504-5204


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