similar to: tiny typo in optim/N-M documentation (PR#1109)

I was playing around with a simple example using solve.qp ( function is in the quadprog package ) and the code is below. ( I'm not even sure there if there is a reasonable solution because I made the problem up ). But, when I try to use solve.QP to solve it, I get the error that D in the quadratic function is not positive definite. This is because Dmat is zero because I don't have a

Add a helper to initialize a bvec based of a page pointer. This will help removing various open code bvec initializations. Signed-off-by: Christoph Hellwig <hch at lst.de> --- block/bio-integrity.c | 7 +------ block/bio.c | 12 ++---------- include/linux/bvec.h | 15 +++++++++++++++ 3 files changed, 18 insertions(+), 16 deletions(-) diff --git a/block/bio-integrity.c

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

vDPA supports the possibility to use user VA in the iotlb messages. So, let's add support for user VA in vringh to use it in the vDPA simulators. Signed-off-by: Stefano Garzarella <sgarzare at redhat.com> --- Notes: v3: - refactored avoiding code duplication [Eugenio] v2: - replace kmap_atomic() with kmap_local_page() [see previous patch] - fix cast warnings when

Hi everybody, I'm using Windows XP Prof, R 2.5.1 and a Pentium 4 Processor. Now, I want to solve a quadratic optimization program (Portfolio Selection) with the quadprog package I want to minimize (\omega'%*%\Sigma%*%\omega) Subject to (1) \iota' %*% \omega = 1 (full investment) (2) R'%*%\omega = \mu (predefined expectation value) (3) \omega \ge 0 (no short sales). Where

I am having some problems using Quadprog in R. I want to minimize the objective function : 200*P1-1/2*10*P1^2+100*P2-1/2*5*P2^2+160*P3-1/2*8*P3^2+50*P4-1/2*10*P4^2+50*P 5-1/2*20*P5^2+50*P6-1/2*10*P6^2, Subject to a set of constrains including not only the variables P1, P2, P3, P4, P5, P6, but also the variables X1, X2,X3,X4,X5,X6,X7,X8,X9. As the set of variables X's are not

Hi, I'm using the package quadprog to solve the following quadratic programming problem. I want to minimize the function (b_1-b_2)^2+(b_3-b_4)^2 by the following constraints b_i, i=1,...,4: b_1+b_3=1 b_2+b_4=1 0.1<=b_1<=0.2 0.2<=b_2<=0.4 0.8<=b_3<=0.9 0.6<=b_4<=0.8 In my opinion the solution should be b_1=b_2=0.2 und b_3=b_4=0.8. Unfortunately R doesn't find

On Tue, Mar 21, 2023 at 11:43?PM Stefano Garzarella <sgarzare at redhat.com> wrote: > > vDPA supports the possibility to use user VA in the iotlb messages. > So, let's add support for user VA in vringh to use it in the vDPA > simulators. > > Signed-off-by: Stefano Garzarella <sgarzare at redhat.com> > --- > > Notes: > v3: > - refactored

Dear all, I need to maximize the v: v= D' W D D is a column vector ( n , 1) W is a given matrix (n, n) subject to: sum D= 1 (BTW, n is less than 300) I´ve tried to use maxBFGS, as follows: ##################################### objectiveFunction<-function(x) { return(t(D)%*%W%*%D) } Amat<-diag(nrow(D)) Amat<-rbind((rep(-1, nrow(D))), Amat) bvec<-matrix( c(0), nrow(D)+1,

Hi list: This is my first time to post my question on the list. Thanks for your help. I am solving a quadratic programming using R. Here is my question: w = arg min 0.5*w'Mw - w'N s. t. sum(w) = 1; w>0 note: w is weight vector, each w_i must >=0, and the sum of w =1. Here is my R code: A <-matrix(c(2.26,1.26,1.12,1.12,2.27,1.13,1.12,1.13,2.2),3,3); B <-

At the risk of ridicule for my deficient linear algebra skills, I ask for help using the solve.QP function to do portfolio optimization. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I

This patch contains fixes for persistent grants implementation v2: * handle == 0 is a valid handle, so initialize grants in blkback setting the handle to BLKBACK_INVALID_HANDLE instead of 0. Reported by Konrad Rzeszutek Wilk. * new_map is a boolean, use "true" or "false" instead of 1 and 0. Reported by Konrad Rzeszutek Wilk. * blkfront announces the

Dear R list, I use the constrOptim to maximize a function with four constriants but the answer does not leave from the starting value and there is only one outer iteration. The function is defined as follows: tm<-function(p){ p1<-p[1]; p2<-p[2]; p3<-p[3]; p4<-1-p1-p2-p3; p1*p2*p3*p4} ##the constraints are p1>=0; p2>=0; p3>=0 and p4>=0 i.e. p1+p2+p3<=1

Dear list, I am trying to follow an example that estimates a 2x2 markov transition matrix across several periods from aggregate data using restricted least squares. I seem to be making headway using solve.QP(quadprog) as the unrestricted solution matches the example I am following, and I can specify simple equality and inequality constraints. However, I cannot correctly specify a constraint

Hello. I'm trying to solve a quadratic programming problem of the form min ||Hx - y||^2 s.t. x >= 0 and x <= t using solve.QP in the quadprog package but I'm having problems with Dmat not being positive definite, which is kinda okay since I expect it to be numerically semi-definite in most cases. As far as I'm aware the problem arises because the Goldfarb and Idnani method first

Hello The excellent adapt package integrates over multi-dimensional hypercubes. I want to integrate over a multidimensional simplex. Has anyone implemented such a thing in R? I can transform an n-simplex to a hyperrectangle but the Jacobian is a rapidly-varying (and very lopsided) function and this is making adapt() slow. [ A \dfn{simplex} is an n-dimensional analogue of a triangle or

Full_Name: George F. LeCompte Version: 1.6.1 OS: Windows 98 Submission from: (NULL) (208.8.162.161) This may be a newbie problem. I am attempting tor unt the simplex routine from the boot package. The example code doesn't find simplex. What's wrong here? > help(simplex,package=boot) > # from the resulting article > > # This example is taken from Exercise 7.5 of

I have just checked the Openbsd box on the if interface. fxp0: flags=8843<UP,BROADCAST,RUNNING,SIMPLEX,MULTICAST> mtu 1500 address: 00:02:55:30:54:28 media: Ethernet autoselect (100baseTX full-duplex) status: active inet 192.168.1.1 netmask 0xffffff00 broadcast 192.168.1.255 inet6 fe80::202:55ff:fe30:5428%fxp0 prefixlen 64 scopeid 0x1 xl0:

Use the bvec_set_page helper to initialize a bvec. Signed-off-by: Christoph Hellwig <hch at lst.de> --- drivers/vhost/vringh.c | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/drivers/vhost/vringh.c b/drivers/vhost/vringh.c index 33eb941fcf1546..a1e27da544814a 100644 --- a/drivers/vhost/vringh.c +++ b/drivers/vhost/vringh.c @@ -1126,9 +1126,8 @@ static int

Hi, I need some help. I'm doing a project that demands me to obtain several simplex solutions and I would like to can keep the solution in a vector or something to be able to use it after I get it. The comand simplex() prints the solution but how can I keep it? Another alternative would be to export it to excel, how can I do this? I just see the solution and have to note it on a paper or