Quadratic Programming with Absolute Value Constraints
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Documentation for package ‘quadprogXT’ version 0.0.5
Help Pages
| buildQP | Solve a quadratic program with absolute values in constraints & objective |
| convertToCompact | 'Sparsify' constraint matrix |
| normalizeConstraints | Normalize constraint matrix |
| solveQPXT | Solve a quadratic program with absolute values in constraints & objective |