Add additional closed form and global optimizer backends to PortfolioAnalytics

by Hezky Varon for R project for statistical computing

This project would first add support for quadratic, linear, and conical solvers to PortfolioAnalytics, and some intelligence to detect optimization objectives that would be suitable for this kind of back-end. For example, mean-variance portfolios with simple box constraints are quadratic, mean-gaussian-ETL objectives are linear or conical, etc. Additionally to add support for more global optimization solvers like a particle swarm optimization solver.