çµ±è¨ã½ããRã®Rsolnpããã±ã¼ã¸ã使ã£ã¦ã2次å¼å¶ç´ã®ãã¨2次å¼ã®æé©åãè¡ã£ãã å¶ç´ã2次å¼ãªã®ã§ã2次è¨ç»æ³ã解ãããã±ã¼ã¸ã§ãã"quadprog"ã¯å©ç¨ã§ããªãã ä»åã®ä¾é¡ã¯ãã¡ãã minimize subject to Lagrangeã®æªå®ä¹æ°æ³ãªããåãæ¥ããç¶æ ãå¹¾ä½å¦çã«è§£ããªãããã¨æé©è§£ãæ±ã¾ããæé©è§£ã¯ ã§ããããã®ã¨ã ã§ããã setwd("H:\\workspace3.5_R\\RsolnpTest") library(Rsolnp) #equality constraint eq.value <- c(1) equalityConstraint <- function(x){ A <- matrix(c(1,0,0,1),2,2) return(t(x) %*% A %*% x) } #objective function objectiveFun
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