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rmatlabmathematical-optimization

MATLAB's quadprog equivalent in R?


What is the equivalent of MATLAB's quadprog function in R in terms of function specification?

Note that it is not the R package quadprog (although the optimization procedure is the identical).

The R library quadprog uses the 'meq' argument to distinguish between equality and inequality constraints whereas MATLAB has separate arguments for these two. The MATLAB approach is far more convenient for my purposes.

It's not a big deal to transform my arguments to fit but it would be a nice convenience if there is an implementation in R that matches the specification in MATLAB.

Note:

MATLAB quadprog documentation

R quadprog documentation


Solution

  • If you can make the translation and you just want a more convenient function you'll have to make your own wrapper. There is no more similar solution in a package. Someone on here might do it for you but it sounds like you can do it yourself.