QPmin
0.5-1Linearly Constrained Indefinite Quadratic Program Solver
Overview
Active set method solver for the solution of indefinite quadratic programs, subject to lower bounds on linear functions of the variables and simple bounds on the variables themselves. The function QPmin() implements an algorithm similar to the one described in Gould (1991) doi:10.1093/imanum/11.3.299 with the exception that an efficient sparse internal representation of the basis matrix is maintained thus allowing the solution of somewhat large problems.
Install
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Documentation
- Examples that run
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- Documented parameters
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- Return-value docs
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- References docs
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Downloads
Dependencies
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Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-11-25issues were not corrected in time
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.5-12021-04-15
- RR 4.0.0 released · 2020-04-24
Package metadata
- Total releases
- 1
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.1.0
- Download size
- not tracked yet
- Installed size
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- With dependencies
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Run in R for the authors' preferred citation:
citation("QPmin")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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