Second-order cone programming solver written by M. Lobo, L. Vandenberghe, and S. Boyd. Rsocp is a wrapper library to use it from R. THIS PACKAGE IS USED FOR PORTFOLIO OPTIMIZATION WITH RMETRICS. NOTE, FOR OTHER PURPOSES YOU HAVE TO EXTEND THIS R PORT.
|Author||Yohan Chalabi [aut], Diethelm Wuertz [aut], Tobias Setz [cre]|
|Maintainer||Tobias Setz <[email protected]>|
|License||Rsocp - GPL | SOCP - (C) see file License|
|Package repository||View on R-Forge|
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