Functions to Solve Quadratic Programming Problems

This package contains routines and documentation for solving quadratic programming problems.


This is an R port of the quadprog package version 1.2 of
Berwin A. Turlach <berwin.turlach@anu.edu.au> which can be found
at http://wilton.anu.edu.au/%7Eberwin/software/quadprog.html. An older
version can also be found in the statlib archive.

Changes from original:

	changed order of variables in declaration of subroutine aind
	from
		integer ind(m,*), m, q, n, i, j
	to
		integer m, ind(m,*), q, n, i, j
	because g77 complained. Made corresponding change in
	subroutine qpgen1 in solve.QP.compact.f.

	removed function ".First.lib"

Reference manual

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install.packages("quadprog")

1.5-8 by Berwin A. Turlach, 7 years ago


Browse source code at https://github.com/cran/quadprog


Authors: S original by Berwin A. Turlach <Berwin.Turlach@gmail.com> R port by Andreas Weingessel <Andreas.Weingessel@ci.tuwien.ac.at> Fortran contributions from Cleve Moler (dposl/LINPACK and (a modified version of) dpodi/LINPACK)


Documentation:   PDF Manual  


GPL (>= 2) license



Imported by ACRER, BB, BIGpopA, BIGr, BSW, CEGO, Compositional, Compositionalscsmr, DWLS, ExtremalDep, FMAdist, FinCovRegularization, FindIt, FoCo2, GENLIB, HiGarrote, INFOSET, MetaHunt, MixSemiRob, MoTBFs, NlcOptim, OptimalDesign, PCRA, PerformanceAnalytics, RCT2, REN, RMT4DS, ROI.plugin.quadprog, RSSL, RWNN, RaceID, RiskPortfolios, SDT, SOMnmR, ScreenClean, SimCop, SurvMA, TCA, TSEtools, TopicScore, TraceAssist, WeightCraft, aRD, bscm, cgaim, cgam, cirls, cols, cvmaPLFAM, ddml, degradr, dti, eiopt2, ergmclust, expectreg, expertsurv, fPortfolio, facmodTS, fastTopics, finlabR, flexsurv, frechet, ggdist, goric, gorica, hetGP, hfr, highOrderPortfolios, hmmm, hsrecombi, ic.infer, investlabr, kdecopula, lavaan, lgspline, limSolve, list, mSigTools, mable, maicChecks, matrans, mboost, mcprofile, misPRIME, mistral, mixKernel, mlt, monomvn, multinomineq, netgsa, nnmf, np, npRmpi, npbr, nprcgenekeepr, npsp, parma, phangorn, portfolioBacktest, powerly, quadprogXT, restriktor, riskParityPortfolio, robustrao, rocsvm.path, rodd, rts2, sbwadjust, scdensity, scmSpillover, scov, seine, simPH, simode, skedastic, smak, snfa, soilfoodwebs, soilhypfit, spedecon, stagsynth, stm, svrpath, synthReturn, targeted, tboot, ternvis, tfarima, thamesmix, tiltdens, treedater, tseries, uniReg, varTestnlme, vrnmf.

Depended on by Benchmarking, CMLS, ForecastCombinations, MonoPoly, SEL, ShapeChange, bigsplines, cosso, emplikCS, evalITR, iterLap, kappalab, kinship2, sbw, sharpData, vottrans.

Suggested by AutoMLR, DiSCos, DoseFinding, EventStudy, GeDS, NMOF, PortfolioAnalytics, RSDC, STPGA, SuperLearner, SuperSurv, abclass, artma, basefun, bayestestR, bigsnpr, binsegRcpp, clue, colorSpec, crs, ctmm, drtmle, ggpedigree, metafrontier, micEconDistRay, neighbours, nnls, nvmix, popbio, pracma, sigminer, smqf, subsemble, surveillance, survivalsvm, tablesgg, tidyhte, vimp, yaap.


See at CRAN