# [R] solving 2 variable quadratic program

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,

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