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mirabellafunds

2003 Jun 02

1

Help with factorized argument in solve.QP

Hi
I'm having problems getting the "factorized" argument in solve.QP (part
of the quadprog library) to work as expected. The helpfile states that
when the factorized argument is set to TRUE, then the function requires
the inverse of a square-root factor of the Hessian instead of the
Hessian itself. That is, when factorized=TRUE, the Dmat argument should
be a matrix R^(-1), such