'quadprog' Plug-in for the 'R' Optimization Infrastructure

Enhances the R Optimization Infrastructure ('ROI') package by registering the 'quadprog' solver. It allows for solving quadratic programming (QP) problems.


Reference manual

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


1.0-0 by Stefan Theussl, 2 months ago

http://roi.r-forge.r-project.org/, https://r-forge.r-project.org/projects/roi/

Browse source code at https://github.com/cran/ROI.plugin.quadprog

Authors: Stefan Theussl [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports methods, quadprog, ROI, slam

Depended on by modopt.matlab.

Suggested by PortfolioAnalytics.

See at CRAN