Thanks you ! So I tried this : w = J(5,1,0.2); con = {0 0 0 0 0 . . , 1 1 1 1 1 . . , 1 1 1 1 1 0 1}; opt = {0 2}; CALL NLPQUA(rc,wres,nccov,w,opt,con); And it worked but I'm not sure If it gives me the right wres vector solution of the minimization of w'*A*w where A is nccov. Instead it gives me the minimization of 0.5*w'*A*w I think, isn't it ? Thanks you again by advance.
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