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.


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install.packages("quadprogXT")

0.0.4 by Bob Harlow, 2 months 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

Suggests testthat


See at CRAN