summaryrefslogtreecommitdiff
path: root/math/R-cran-quadprog/pkg-descr
blob: 95c41d16dc00adf9d22b8a644b72a5c4ac742674 (plain) (blame)
1
2
3
This routine implements the dual method of Goldfarb and Idnani
(1982, 1983) for solving quadratic programming problems of the form
min(?dT b + 1/2bT Db) with the constraints AT b >= b0.