Displaying 20 results from an estimated 300 matches similar to: "Help with factorized argument in solve.QP"
2009 Feb 16
2
solve.QP with box and equality constraints
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
2005 Jan 13
1
how to use solve.QP
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
2005 Nov 29
1
Constraints in Quadprog
I'm having difficulty figuring out how to implement the
following set of constraints in Quadprog:
1). x1+x2+x3+x4=a1
2). x1+x2+x5+x6=a2
3). x1+x3+x5+x7=a3
4). x1+x2=b1
5). x1+x3=b2
6). x1+x5=b3
for the problem: MIN (x1c1)2+(x2c2)2+...+(x8c8)2.
As far a I understand, "solve.QP(Dmat, dvec, Amat, bvec, meq=0,
factorized=FALSE)" reads contraints using an elementbyelement
2010 Dec 04
1
Quadratic programming with semidefinite matrix
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 semidefinite
in most cases. As far as I'm aware the problem arises because the
Goldfarb and Idnani method first
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)
2004 Sep 01
0
not positive definite D matrix in quadprog
Hello to everybody,
I have a quadratic programming problem that I am trying to solve by various
methods. One of them is to use the quadprog package in R.
When I check positive definiteness of the D matrix, I get that one of the
eigenvalues is negative of order 10^(8). All the others are positive. When
I set this particular eigenvalue to 0.0 and I recheck the eigenvalues in R,
the last
2010 Dec 06
1
use pcls to solve least square fitting with constraints
Hi,
I have a least square fitting problem with linear inequality
constraints. pcls seems capable of solving it so I tried it,
unfortunately, it is stuck with the following error:
> M < list()
> M$y = Dmat[,1]
> M$X = Cmat
> M$Ain = as.matrix(Amat)
> M$bin = rep(0, dim(Amat)[1])
> M$p=qr.solve(as.matrix(Cmat), Dmat[,1])
> M$w = rep(1, length(M$y))
> M$C = matrix(0,0,0)
2012 Mar 16
1
quadprog error?
I forgot to attach the problem data, 'quadprog.Rdata' file, in my prior
email.
I want to report a following error with quadprog. The solve.QP function
finds a solution to the problem below that violates the last equality
constraint. I tried to solve the same problem using ipop from kernlab
package and get the solution in which all equality constraints are
enforced. I also tried an old
2007 Jul 11
0
Some questions about quadratic programming (QP)
Dear R Users ,
As a beginner in QP, I'm trying to solve a Support Vector Machine problem by a QP. In particulare I am using the quadprog package.
My questions are here:
1 In the document for the package (The quadprog Package), the inequality constraint is mentioned with >= , however in a standard QP, this usaully is written with <= . This constraint should be multiplied by a
2006 Feb 01
1
output hessian matrix in constrOptim
Hi,
Is there any way to get the hessian matrix from the "constrOptim" function without supplying gradient function? Thanks.

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2003 Jun 13
1
RDCOM Client: processes not terminating
Hello
I am using Duncan Lang's RDCOM Client package (available on
omegahat.org) under R 1.7.0 and Windows XP Pro.
Is this the right forum for questions about this package? In case it is,
here is my question:
Instances of COM objects do not seem to terminate as expected, but leave
residual processes running. For example, if I try the simple example:
E <
2003 Jul 21
1
RODBC: problem saving a new table in an "Excel database"
Hi
I am using package RODBC version 1.01 under R version 1.7.1 on Windows
XP Pro. I am having problems writing a new table to an (Excel) database
using sqlSave.
I connect to an empty Excel spreadsheet using odbcConnectExcel (which, I
believe, uses the Microsoft Excel Driver DSN). Then I try and save a new
table to the database(spreadsheet) using SqlSave, but obtain an error
message.
Below is
2018 Feb 15
0
Help with factorized argument in solve.QP
Hello David,
same problem here with solve.QP.
dykstra is causing problems as well and giving for the value NA if
factorized = TRUE:
library(quadprog)
library(Dykstra)
R<cbind(c(1,1),c(0,1));
d<c(t(R)%*%R%*%c(2,1))
solve.QP(solve(R),d,as.matrix(c(1,1)),2,1,factorized = TRUE)
S<t(R)%*%R;
solve.QP(S,d,as.matrix(c(1,1)),2,1)
2018 Mar 05
0
Interpret List Label as Date from Quantmod getOptionChain
On 5 March 2018 at 03:13, Sparks, John wrote:
 library(quantmod)
 #in fairness, I did not include this last time and my example was therefore not reproducible. Apologies to Bert and everyone else #for not following the posting guidelines.
 aapl_total<getOptionChain("AAPL", NULL)>

 How could I then get the subset of the entire list which only has expiry dates in 2019, or
2003 Apr 03
2
Matrix eigenvectors in R and MatLab
Dear Rlisters
Is there anyone who knows why I get different eigenvectors when I run
MatLab and R? I run both programs in Windows Me. Can I make R to produce
the same vectors as MatLab?
#R Matrix
PA9900<c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43
,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1
2007 Dec 22
0
regarding lack of quadratic term in solve.qp
I was thinking about my solve.qp problem on my way home tonight and I think
I can fix it by making Dmat the identity matrix. I'll check this weekend to
make sure
but my thinking is that doing this will make all the "variances" the same so
that they shouldn't come into play during the evaluation of the objective
function.
Thanks though for any confirmation of this or other
2008 Jan 25
1
How to execute R code
Hi,
I have 'R' code in file. saved it as exmaple.r
here is the code.......
library("hopach")
GSE < read.table("gene_expression_data",sep="\t",header=TRUE,row.names=TRUE)
gene.dist < distancematrix(t(GSE),d="euclid")
gene.hobj < hopach(t(GSE), dmat=gene.dist, mss="med")
labelstosil(gene.hobj$cluster$label,gene.dist)
I dont
2013 Jun 11
1
'Boolean Index too long'
#Hi, I am trying to run an MRPP with community data (sppsitematrix). I
use the following code:
mzbtaxa_mrpp < mrpp(mzbdist,mzbsites$Site)
#mzbdist being a distance object (BrayCurtis similarity matrix) derived
from my sqrt transformed community data set, created with function
'vegdist', mzbsites$Site refers to factors structuring my community.
#when I run this code, I get the
2011 May 11
1
Problem with constrained optimization with maxBFGS
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,
2005 Dec 14
6
mysql connection problems
Hi
hi i have a problem trying to connect to the mysql database when I do a
rake it says: Access denied for user: ''@localhost'' to database ''''
My database.yml file is fine
Any ideas why this is happening

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