quadprog (version 1.4-3)

solve.QP: Solve a Quadratic Programming Problem

Usage

solve.QP(Dmat, dvec, Amat, bvec, meq=0, factorized=FALSE)

Arguments

Dmat
matrix appearing in the quadratic function to be minimized.
dvec
vector appearing in the quadratic function to be minimized.
Amat
matrix defining the constraints under which we want to minimize the quadratic function.
bvec
vector holding the values of $b_0$ (defaults to zero).
meq
the first meq constraints are treated as equality constraints, all further as inequality constraints (defaults to 0).
factorized
logical flag: if TRUE, then we are passing $R^{-1}$ (where $D = R^T R$) instead of the matrix $D$ in the argument Dmat.