I don't have experience with this in R and I'm not sure I understand the question that well but maybe something like nearPD()? Ken Hutchison
On Jan 2, 2012, at 6:36 AM, riccardo24 <riccardo.giacome...@gmail.com> wrote: > Hi, I need to maximize a quadratic function under constraints in R. > For minimization I used solve.QP but for maximization it is not useful since > the matrix D of the quadratic function > should be positive definite hence I cannot simply change the sign. > > any suggestion ? > thanks > > -- > View this message in context: > http://r.789695.n4.nabble.com/quadratic-programming-maximization-instead-of-minization-tp4253011p4253011.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
