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quadprogXT (version 0.0.6)

Quadratic Programming with Absolute Value Constraints

Description

Extends the quadprog package to solve quadratic programs with absolute value constraints and absolute values in the objective function.

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Version

Install

install.packages('quadprogXT')

Monthly Downloads

1,619

Version

0.0.6

License

GPL (>= 2)

Maintainer

Bob Harlow

Last Published

April 2nd, 2025

Functions in quadprogXT (0.0.6)

solveQPXT

Solve a quadratic program with absolute values in constraints & objective
normalizeConstraints

Normalize constraint matrix
convertToCompact

Make a Constraint Matrix Compact