I am trying to use
cplexAPI to solve quadratic programs or quadratically constrained linear program.
While it seems to be pretty straightforward to use
cplexAPI to solve linear programs (with the vignette at https://cran.r-project.org/web/packages/cplexAPI/vignettes/cplexAPI.pdf), it seems that using
cplexAPI to solve quadratic programs or linear programs with a quadratic constraint is much more difficult. I tried to look over the package documentation, but I have no clue on how to do so.
Therefore, may I know how to use
cplexAPI to solve quadratic programs or linear programs, or if there is any code samples for these two tasks?
In addition, the package
Rcplex seems to be pretty similar, but its last update is already more than 5 years ago. So it would be really nice to know how the above two tasks can be done using
cplexAPI in R. Thanks!