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RCSL (version 0.99.95)

EProjSimplexdiag: Solve the problem: min 1/2*x'*L*x-x'*d s.t. x>=0, 1'x=1

Description

Solve the problem: min 1/2*x'*L*x-x'*d s.t. x>=0, 1'x=1

Usage

EProjSimplexdiag(d, l)

Arguments

d

matrix or vector

l

matrix or vector

Value

x