Functions to Solve Quadratic Programming Problems

This package contains routines and documentation for solving quadratic programming problems.


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Reference manual

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install.packages("quadprog")

1.5-8 by Berwin A. Turlach, 2 years ago


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


Authors: S original by Berwin A. Turlach <[email protected]> R port by Andreas Weingessel <[email protected]> Fortran contributions from Cleve Moler (dposl/LINPACK and (a modified version of) dpodi/LINPACK)


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license



Imported by BB, BLCOP, BinQuasi, CEGO, CausalKinetiX, ExtremalDep, FMAdist, FinCovRegularization, FindIt, ForecastComb, GENLIB, LCF, MixtureInf, MoTBFs, NlcOptim, OptimalDesign, PACLasso, PerformanceAnalytics, ROI.plugin.quadprog, RSSL, RaceID, Replication, RiskPortfolios, SDT, SMDIC, ScreenClean, SimCop, TCA, TSEtools, TopicScore, TraceAssist, directlabels, dti, earlywarnings, ergmclust, evclust, expectreg, fPortfolio, flexsurv, fuzzyreg, goric, gromovlab, hmmm, hsrecombi, hybridEnsemble, ic.infer, kdecopula, limSolve, list, mboost, mcprofile, mistral, mixKernel, monomvn, multinomineq, netgsa, nodeHarvest, np, npbr, optiSel, parma, penDvine, pencopulaCond, phangorn, portfolioBacktest, powerly, qtlpoly, quadprogXT, radmixture, restriktor, riskParityPortfolio, robustrao, rocsvm.path, rodd, scdensity, simPH, simode, snfa, soilhypfit, stm, survivalsvm, svrpath, tboot, ternvis, tseries, uniReg, varTestnlme, vrnmf.

Depended on by AHM, ANOVAreplication, AdapEnetClass, BSW, Benchmarking, CMLS, ForecastCombinations, HSDiC, MonoPoly, SEL, SPIn, ShapeChange, bigsplines, cosso, ecap, gtop, imputeYn, iterLap, kappalab, kinship2, ordPens, sbw, sharpData, svmplus, vottrans, wSVM.

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