Looks like we need an SDP solver in R...
Any pointers?
thanks a lot!
On Tue, Apr 17, 2012 at 10:54 AM, Michael <comtech....@gmail.com> wrote:
> Hi all,
>
> Could anybody please point me to the solver function in R on QCQP?
>
> The quadprog package seems to be only able to handle the linear
> constraints...
>
> Thank you!
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