Forgot to send one copy to R help. Sorry Megh Dal <[EMAIL PROTECTED]> wrote: Date: Wed, 7 May 2008 02:45:09 -0700 (PDT) From: Megh Dal <[EMAIL PROTECTED]> Subject: Re: [R] Solution of function To: Berwin A Turlach <[EMAIL PROTECTED]>
Hi Berwin, Thanks for having look on my problem. However on ipop() function I see following: ipop solves the quadratic programming problem : min(c'*x + 1/2 * x' * H * x) subject to: b <= A * x <= b + r l <= x <= u But my problem is not to find maxima or minima rather to get solution at that defined region. How to modify that function for my problem? Berwin A Turlach <[EMAIL PROTECTED]> wrote: G'day Megh, On Wed, 7 May 2008 01:11:34 -0700 (PDT) Megh Dal wrote: > I want to find solution of function : f(x,y) = x'Cx - a under > constraints : > 0 < x,y < p > 0 < x-y< q > > where a, p,q are given constants and x = (x, y) and C is a 2X2 > matrix (given) > Can anyone suggest me any R function to do that? ipop() in package kernlab solve.QP in package quadprog Depending on the form of C, package LowRankQP could also be of interest. HTH. Cheers, Berwin =========================== Full address ============================= Berwin A Turlach Tel.: +65 6515 4416 (secr) Dept of Statistics and Applied Probability +65 6515 6650 (self) Faculty of Science FAX : +65 6872 3919 National University of Singapore 6 Science Drive 2, Blk S16, Level 7 e-mail: [EMAIL PROTECTED] Singapore 117546 http://www.stat.nus.edu.sg/~statba --------------------------------- [[elided Yahoo spam]] --------------------------------- [[elided Yahoo spam]] [[alternative HTML version deleted]] ______________________________________________ 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.
