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.

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Package details

AuthorNathaniel E. Helwig <helwig@umn.edu>
MaintainerNathaniel E. Helwig <helwig@umn.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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Dykstra documentation built on May 2, 2019, 8:58 a.m.