path: root/math/R-cran-quadprog/pkg-descr

This routine implements the dual method of Goldfarb and Idnani
(1982, 1983) for solving quadratic programming problems of the form
min(?dT b + 1/2bT Db) with the constraints AT b >= b0.

WWW: http://cran.r-project.org/web/packages/quadprog/