> On 27 Aug 2015, at 23:12, Wang, Xue, Ph.D. <wang....@mayo.edu> wrote: > > Hi Richard, > > It is good to know that solve.QP could solve quadratic programming problem. > The difficulty here is that the objective function might not be in quadratic > form. It is not in the form of t(X)QX, where Q is an n by n symmetric matrix.
Unless I’m very mistaken the objective function is in the form you mention. The quadratic part is t(x) %*% t(C) %*% C %*% x so your Q is simply equivalent to t(C) %*% C. Berend ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
