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This routine implements the dual method of Goldfarb and Idnani (1982, 1983) for solving quadratic programming problems of the form min(?dT b + 1/2bT Db) with the constraints AT b >= b0. WWW: http://cran.r-project.org/web/packages/quadprog/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com>
6 lines
241 B
Plaintext
6 lines
241 B
Plaintext
This routine implements the dual method of Goldfarb and Idnani
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(1982, 1983) for solving quadratic programming problems of the form
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min(?dT b + 1/2bT Db) with the constraints AT b >= b0.
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WWW: http://cran.r-project.org/web/packages/quadprog/
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