Quadratic Programming using Cyclic Projections

Solves quadratic programming problems using Richard L. Dykstra's cyclic projection algorithm. Routine allows for a combination of equality and inequality constraints. See Dykstra (1983) for details.


Reference manual

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1.0-0 by Nathaniel E. Helwig, 4 years ago

Browse source code at https://github.com/cran/Dykstra

Authors: Nathaniel E. Helwig <[email protected]>

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 2) license

See at CRAN