Displaying 1 result from an estimated 1 matches for "lismc".
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lisic
2007 Sep 21
1
Is it solve.QP or is it me?
...0 0 0 0 0 0 0 0 1 0
0
[11,] 1 1 0 0 0 0 0 0 0 0 0 0 -1
0
[12,] -1 1 0 0 0 0 0 0 0 0 0 0 0
1
>bvc
[1] 1 1 -1 0 -1 0 -1 0 -1 0 -1 0 -1 0
>meq
[1] 2
>liSMc<-solve.QP(cmc,dvc,Amc,bvc,meq)
>liSMc$solution
[1] 1.666667e-01 3.703906e-18 1.666667e-01 3.703906e-18 1.666667e-01
0.000000e+00 1.666667e-01 3.703906e-18 1.666667e-01 3.703906e-18
1.666667e-01
[12] 2.220988e-17
The problem, of course, is rounding error. A small jitter in the
constrain...