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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install.packages("quadprogXT")

0.0.6 by Bob Harlow, 2 years ago


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


Authors: Bob Harlow [aut, cre] , Brian Koch [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports quadprog

Suggests tinytest


Imported by skedastic.


See at CRAN