Hello, Here is an example; hopefully it is reproducible on others' platform: library(quadprog) n <- 66L set.seed(6860) X <- matrix(1e-20, n, n) diag(X) <- 1 Dmat <- crossprod(X) y <- seq_len(n) dvec <- crossprod(X, y) Amat <- diag(n) bvec <- y + runif(n) sol <- solve.QP(Dmat, dvec, Amat, bvec, meq = n) print(sol$solution) # this gives all NaNs under sessionInfo(): R version 3.0.2 (2013-09-25) Platform: x86_64-pc-linux-gnu (64-bit) locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=en_US.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] quadprog_1.5-5 Any ideas? Thanks Ben