ROI.plugin.quadprog (0.2-5)

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ROI Plug-in {quadprog}.

http://R-Forge.R-project.org/projects/roi
http://cran.r-project.org/web/packages/ROI.plugin.quadprog

Enhances the R Optimization Infrastructure ('ROI') package by registering the 'quadprog' solver. It allows for solving quadratic programming (QP) problems.

Maintainer: Stefan Theussl
Author(s): Stefan Theussl [aut, cre]

License: GPL-3

Uses: quadprog, ROI, slam
Reverse depends: modopt.matlab
Reverse suggests: PortfolioAnalytics, ROI

Released about 3 years ago.


3 previous versions

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