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quadprog

2006 Nov 08

0

Solving a maximization problem using QUADPROD

Hello,
here is an example from the manual. How to turn this minimization
problem into maximization problem, i.e. -(0 5 0) %*% b - 1/2 b^T b?
# Assume we want to minimize: -(0 5 0) %*% b + 1/2 b^T b
# under the constraints: A^T b >= b0
# with b0 = (-8,2,0)^T
# and (-4 2 0)
# A = (-3 1 -2)
# ( 0 0 1)
# we can use solve.QP.compact as follows:
#
library(quadprog)
Dmat <- matrix(0,3,3)