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Quadratic Programming using Cyclic Projections

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Solve a Quadratic Programming Problem via Dykstra's Algorithm

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Solves quadratic programming problems using Richard L. Dykstra's cyclic projection algorithm. Routine allows for a combination of equality and inequality constraints. See Dykstra (1983) <doi:10.1080/01621459.1983.10477029> for details.

  • Maintainer: Nathaniel E. Helwig
  • License: GPL (>= 2)
  • Last published: 2018-02-09