README.md

qp1qc

An R package for solving (possibly non-convex) quadratic programming problems with 1 quadratic constraint. That is, this package solves problems of the form

where A and B are p by p matrices. For this implementation, one of the matrices A or B must be positive definite, but the other need not be positive definite or semi-positive definite.



aaronjfisher/qp1qc documentation built on Aug. 22, 2020, 2:35 p.m.