[R] Quadratic Optimization
Spencer Graves
spencer.graves at pdf.com
Sat Dec 2 19:19:06 CET 2006
Hi, Prof. Ripley:
<snip>
>
> But that is a single equality quadratic constraint, and I believe
> 'quadratic constraints' (note, plural) conventionally means multiple
> inequality constraints. That meaning is a hard problem that needs
> specialized software (most likely using interior-point methods).
>
>> SpG> Maximize a'x subject to x'Ax=c.
>
> Not I believe the usual meaning (nor what Googling 'quadratic
> constraints' came up with for me).
>
Thanks for the clarification. Spencer Graves
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