Martin Maechler <[EMAIL PROTECTED]> writes:
> >>>>> "Ramzi" == Ramzi TEMANNI <[EMAIL PROTECTED]>
> >>>>> on Tue, 11 May 2004 13:45:09 +0200 writes:
>
> Ramzi> Hi, Are there package in R that can solve
> Ramzi> semidefinite programming problem and Quadratically
> Ramzi> Constrained Quadratic Programming ?
>
> You have probably seen the 'quadprog' package which only
> deals with quadratic "programming" of linear constraints.
>
> as for "semidefinite" (I don't know what you mean with exactly),
It means optimizing a function of the elements of a positive
semidefinite symmetric matrix so the constraints are with respect to
the matrix properties. See
http://rutcor.rutgers.edu/~alizadeh/Sdppage/index.html
or
http://www-user.tu-chemnitz.de/~helmberg/semidef.html
______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
