R help - Feb 2018 - Help with factorized argument in solve.QP

Hello David,

 

same problem here with solve.QP. 

dykstra is causing problems as well and giving for the value NA if
factorized = TRUE:

 

library(quadprog)

library(Dykstra)

R<-cbind(c(1,1),c(0,1));

d<-c(t(R)%*%R%*%c(2,1))

solve.QP(solve(R),d,-as.matrix(c(1,1)),-2,1,factorized = TRUE)

S<-t(R)%*%R;

solve.QP(S,d,-as.matrix(c(1,1)),-2,1)

dykstra(solve(R),d,-as.matrix(c(1,1)),-2,1,factorized = TRUE)

dykstra(S,d,-as.matrix(c(1,1)),-2,1)

 

Nevertheless, factorized = TRUE yields false results, see 

solve.QP(t(R)%*%R,rep(0,2),diag(2),rep(2,2))

solve.QP(solve(R),rep(0,2),diag(2),rep(2,2),factorized = TRUE)

where you see that the first is correct and agrees with 

dykstra(t(R)%*%R,rep(0,2),diag(2),rep(2,2))

 

Best regards

 

Philipp


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