[R] solving 2 variable quadratic program

About this list Date view Thread view Subject view Author view Attachment view

From: Ramzi TEMANNI (ramzi.temanni@laposte.net)
Date: Wed 12 May 2004 - 20:37:21 EST


Message-id: <!~!UENERkVCMDkAAQACAAAAAAAAAAAAAAAAABgAAAAAAAAA/SScWgRDKkWYRSKuOxiKY8KAAAAQAAAAOOfEc2+wZk6TclACIrIyZwEAAAAA@laposte.net>

Dear All,

 

I’m trying to solve a two variable Quadratic Program, is there a way to
solve the following problem with quadpro in R :

 

Min(K) Max(alfa){ C>= alfa >=0;t(alfa)%*%y=0}
t(e)%*% alfa - 0.5t(alfa)%*% D %*%alfa

subject to
   trace(K) = c
   K = \sum_{i=1}^m mu_i K_i
   K >= 0
   mu >= 0

where :
   y,alfa: vector
   C,c : constant
   e matrix: e(i,i)=1 e(i,j)=0 i<>j
   K matrix,

 
Thanks in advance,

Regards,
Ramzi

 

TEMANNI Ramzi
DEA Student

Lim&Bio
http://www.limbio-paris13.org
UFR de Santé, Médecine et Biologie Humaine (SMBH) Léonard de Vinci
74, rue Marcel Cachin
93017 Bobigny Cedex
France.
 
Tél : 01.48.38.73.07
Tél : 06.21.43.27.59
temanni.ramzi@free.fr
http://temanni.ramzi.free.fr

______________________________________________
R-help@stat.math.ethz.ch 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


About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Mon 31 May 2004 - 23:05:09 EST