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ConstrainedQuadraticOptimiser

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Interactively run this function

Answer  
0.025
0.375
0.6


Parameter NameInputAn input expression?Delimiter
LinearTerms
QuadraticTerms
LowerBounds
ConstraintMatrix
ConstraintLimits
ConstraintTypes
Delimiter used in output:

Calculation description
Time-stamp calculation?  
  


Function Description

Returns a vector  that minimises a given penalty function  subject to lower bound constraints of the form  and  further (linear) constraints of the form .

 

Constraints are coded -1 for , 0 for  and +1 for . For example, if ,  and the additional linear constraints are  and  then:

 

 


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