quadprogXT: Quadratic Programming with Absolute Value Constraints

Extends the quadprog package to solve quadratic programs with absolute value constraints and absolute values in the objective function.

Getting started

Package details

AuthorBob Harlow [aut, cre]
MaintainerBob Harlow <rharlow86@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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quadprogXT documentation built on Jan. 28, 2020, 5:10 p.m.