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Hi all! I have a little question concerning quadprog. To make it simple I'll start by stating the problem: I want to minimize h(d,delta)=0.5d^T B d +nabla(f(x))^T d +rho*delta^2 With respect to d\in R^n and delta \in R. I obviously have constraints (depending on both d and delta). Solve.QP does give me a good result for d but I cannot obtain anything for delta. Simce dim(Dmat)=n and