[R] lsqlin in R package pracma

[Berend Hasselman]

> On 27 Aug 2015, at 23:12, Wang, Xue, Ph.D. <Wang.Xue at mayo.edu> wrote:
> 
> Hi Richard,
> 
> It is good to know that solve.QP could solve quadratic programming problem. The difficulty here is that the objective function might not be in quadratic form. It is not in the form of t(X)QX, where Q is an n by n symmetric matrix.

Unless I’m very mistaken the objective function is in the form you mention.
The quadratic part is  t(x) %*% t(C) %*% C %*% x so your Q is simply equivalent to t(C) %*% C.

Berend