Re: [R] Solving a quadratically constrained linear program with inital values

> Bert Gunter > on Mon, 17 May 2021 17:27:27 -0700 writes: > Have you looked here: > https://cran.r-project.org/web/views/Optimization.html yes, he has .. and I've suggested to him to ask here ... > (Warning: I have no idea whether your query even makes >

Re: [R] Solving a quadratically constrained linear program with inital values

Have you looked here: https://cran.r-project.org/web/views/Optimization.html (Warning: I have no idea whether your query even makes mathematical sense.) Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley

[R] Solving a quadratically constrained linear program with inital values

Hi everyone, I'm looking for an R-function that solves a quadratically constrained linear program of the form: min(x) -\mu' x subject to x' \Sigma x <= s 1'x <= 1 -1'x <= -1 Ix <= u -Ix <= -b while considering a given starting value for the vector x. The above problem results from a larger