monomvn.solve.QP {monomvn} | R Documentation

## Solve a Quadratic Program

### Description

Solve a Quadratic Program specified by a `QP` object using the covariance matrix and mean vector specified

### Usage

    monomvn.solve.QP(S, QP, mu = NULL)

### Arguments

`S` | a positive-definite covariance `matrix` whose dimensions agree with the Quadratic Program, e.g., `nrow(QP$Amat)`
`QP` | a Quadratic Programming object like one that can be generated automatically by `default.QP`
`mu` | an mean vector with `length(mu) = nrow(QP$Amat)` that is required if `QP$dmu == TRUE` or `QP$mu.constr[1] != 0`

### Details

The protocol executed by this function is identical to the one used on samples of S and mu obtained in `bmonomvn` when a Quadratic Program is specified through the `QP` argument. For more details on the specification of the Quadratic Program implied by a `QP` object, please see `default.QP` and the examples therein

### Value

The output is a vector whose length agrees with the dimension of `S`, describing the solution to the Quadratic Program given

### Author(s)

Robert B. Gramacy bobby@statslab.cam.ac.uk

### See Also

`default.QP`, `bmonomvn`, and `solve.QP` in the quadprog package

[Package monomvn version 1.8 Index]