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dmat
2006 Jun 06
1
Problems using quadprog for solving quadratic programming problem
...(0,3,3)
diag(Dmat) <- 1
dvec <- c(0,5,0)
Amat <- matrix(c(-4,-3,0,2,1,0,0,-2,1),3,3)
bvec <- c(-8,2,0)
erg<-solve.QP(Dmat,dvec,Amat,bvec=bvec)
print(erg)
erg<-erg$solution
-dvec%*%erg+.5*erg^T%*%Dmat%*%erg
# my "non working" sample
n<-2
k<-2
Dmatj<-diag((n-1),n)
Dmatj[lower.tri(Dmatj)]<--2
Dmat<-matrix(0,nrow=n*k,ncol=n*k)
for(j in 1:k){
Dmat[((j-1)*n+1):(j*n),((j-1)*n+1):(j*n)]<-Dmatj
}
print(Dmat)
Amat<-matrix(ncol=n,nrow=k*n,0)
ind<-seq(1,((k-1)*n+1),n)
for(i in 1:n){
Amat[(ind+(i-1)),i]<-1
}
Amat<-cbind(Amat,d...