Hi all!
I have a little question concerning quadprog. To make it simple I'll start by
stating the problem:
I want to minimize
h(d,delta)=0.5d^T B d +nabla(f(x))^T d +rho*delta^2
With respect to d\in R^n and delta \in R. I obviously have constraints
(depending on both d and delta).
Solve.QP does give me a good result for d but I cannot obtain anything for
delta. Simce dim(Dmat)=n and sol<-rep(0,n) it isn't particularly surprising.
To set a diagonal matrix
(B 0 )
Amat= (0 rho )
Is a crapy idea. Does anyone have an idea?
Yours,
Serge
"Beatus qui prodest quibus potest" - (Lycklig är den som hjälper andra)
Serge de Gosson de Varennes
Försäkringskassan
Swedish Social Insurance Agency
+46-76 11 40 799
[EMAIL PROTECTED]
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