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