Hi, I need to maximize a quadratic function under constraints in R. For minimization I used solve.QP but for maximization it is not useful since the matrix D of the quadratic function should be positive definite hence I cannot simply change the sign. any suggestion ? thanks -- View this message in context: http://r.789695.n4.nabble.com/quadratic-programming-maximization-instead-of-minization-tp4253011p4253011.html Sent from the R help mailing list archive at Nabble.com.
quadratic programming-maximization instead of minization
4 messages · riccardo24, Kenneth Takagi, Tsjerk Wassenaar
I don't have experience with this in R and I'm not sure I understand the question that well but maybe something like nearPD()? Ken Hutchison
On Jan 2, 2012, at 6:36 AM, riccardo24 <riccardo.giacomelli at gmail.com> wrote:
Hi, I need to maximize a quadratic function under constraints in R. For minimization I used solve.QP but for maximization it is not useful since the matrix D of the quadratic function should be positive definite hence I cannot simply change the sign. any suggestion ? thanks -- View this message in context: http://r.789695.n4.nabble.com/quadratic-programming-maximization-instead-of-minization-tp4253011p4253011.html Sent from the R help mailing list archive at Nabble.com.
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