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.


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install.packages("QPmin")

0.5-1 by Andrea Giusto, 7 months ago


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


Authors: Andrea Giusto


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license


Depends on Matrix, methods


See at CRAN