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2003 Jun 02
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