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313
2008 Apr 10
2
QP.solve, QPmat, constraint matrix, and positive definite
...es <- solve.QP(G, f, -t(C), -b)
i'm receiving the error
"Error in solve.QP(G, f, -t(C), -b) :
matrix D in quadratic function is not positive definite!"
solve.QP documentation says that Dmat goes into the place that is referred
to in the code as G. i've two matrices. nout is 31x3 and all elements are
0 or positive. my C matrix is 31 x 31 and has a -1 running diagonal from
the upper left to the lower right, with everything else 0. i'm somewhat
confused by what matrix or element is being multiplied as it leads up to G
and all i can guess is that i didn't construct the...