QPmin: Linearly Constrained Indefinite Quadratic Program Solver

Active set method solver for the solution of indefinite quadratic programs, subject to lower bounds on linear functions of the variables and simple bounds on the variables themselves. The function QPmin() implements an algorithm similar to the one described in Gould (1991) <doi:10.1093/imanum/11.3.299> with the exception that an efficient sparse internal representation of the basis matrix is maintained thus allowing the solution of somewhat large problems.

install.packages("QPmin")

Try the QPmin package in your browser