EProjSimplexdiag: Solve the problem: min 1/2*x'*L*x-x'*d s.t. x>=0, 1'x=1

EProjSimplexdiagR Documentation

Solve the problem: min 1/2*x'*L*x-x'*d s.t. x>=0, 1'x=1

Description

Solve the problem: min 1/2*x'*L*x-x'*d s.t. x>=0, 1'x=1

Usage

EProjSimplexdiag(d, l)

Arguments

d

matrix or vector

l

matrix or vector

Value

x


QinglinMei/RCSL documentation built on April 6, 2022, 9:13 p.m.