Library: | math |
See also: | bfgs nelmin |
Quantlet: | qp0 | |
Description: | solves a quadratic optimization problem with linear inequality constraints |
Usage: | z = qp0 (H,f,A,b) | |
Input: | ||
H | nxn matrix | |
f | nx1 matrix | |
A | kxn matrix | |
b | kx1 matrix | |
Output: | ||
z | nx1 matrix |
library("math") H=#(9,14,13,10) H=H~#(14,23,21,19) H=H~#(13,21,26,18) H=H~#(10,19,18,25) f=#(-140,-238,-234,-232) A=trans(#(1,2,3,4)~#(3,1,4,2)) b=#(6,10) qp0(H,f,A,b)
Contents of z [1,] 2.8 [2,] 1.6 [3,] 0 [4,] 0