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Seeking optimal mixture

On Wed, 26 Sep 2001, Kari Ruohonen wrote:

            
You can't.  Optimizing over a simplex is a harder problem.  *However* if I
understand you aright your objective is a quadratic function and so you
can use package quadprog on CRAN, which does handle general enough
regions.

BTW to Peter Dalgaard: it really is harder to handle general linear
inequality constraints than box constraints.