Dykstra: Quadratic Programming using Cyclic Projections

Solves quadratic programming problems using Richard L. Dykstra's cyclic projection algorithm. Routine allows for a combination of equality and inequality constraints. See Dykstra (1983) <doi:10.1080/01621459.1983.10477029> for details.

Getting started

Package details

AuthorNathaniel E. Helwig <[email protected]>
MaintainerNathaniel E. Helwig <[email protected]>
LicenseGPL (>= 2)
Version1.0-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Dykstra")

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Dykstra documentation built on Feb. 11, 2018, 3:12 p.m.