Quadratic Programming with Absolute Value Constraints

Extends the quadprog package to solve quadratic programs with absolute value constraints and absolute values in the objective function.


Reference manual

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0.0.5 by Bob Harlow, 2 years ago

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

Authors: Bob Harlow [aut, cre]

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 2) license

Imports quadprog

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See at CRAN