Linearly Constrained Indefinite Quadratic Program Solver

Active set method solver for the solution of indefinite quadratic programs, subject to lower bounds on linear functions of the variables and simple bounds on the variables themselves. The function QPmin() implements an algorithm similar to the one described in Gould (1991) with the exception that an efficient sparse internal representation of the basis matrix is maintained thus allowing the solution of somewhat large problems.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.5-1 by Andrea Giusto, 7 months ago

Browse source code at

Authors: Andrea Giusto

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 2) license

Depends on Matrix, methods

See at CRAN