[R] lsqlin in R package pracma

Berend Hasselman
Fri, 28 Aug 2015 04:48:39 -0000

> On 27 Aug 2015, at 23:12, Wang, Xue, Ph.D. <Wang.Xue at mayo.edu>
wrote:
>
> Hi Richard,
>
> It is good to know that solve.QP could solve quadratic programming problem.
The difficulty here is that the objective function might not be in quadratic
form. It is not in the form of t(X)QX, where Q is an n by n symmetric matrix.

Unless I?m very mistaken the objective function is in the form you mention.
The quadratic part is  t(x) %*% t(C) %*% C %*% x so your Q is simply equivalent
to t(C) %*% C.

Berend