Hi,
thanks!
I added meq=1 and it did not seem to work. The result is the same as before.
> x <- 2*c(1,0.5,0.8,0.5,1,0.9, 0.8,0.9,1)
> Dmat <- matrix(x, byrow=T, nrow=3, ncol=3)
> dvec <- numeric(3)
> Amat <- matrix(0,3,4)
> Amat[,1 ] <- c(1,1,1)
> Amat[,2:4 ]<- t(diag(3))
> bvec <- c(3,0,0,0)
>
> solve.QP(Dmat,dvec,Amat,bvec=bvec, meq=1)
$solution
[1] 1.500000e+00 1.500000e+00 -8.881784e-16
$value
[1] 6.75
$unconstrained.solution
[1] 0 0 0
$iterations
[1] 3 0
$Lagrangian
[1] 4.5 0.0 0.0 0.6
$iact
[1] 1 4
>
2010/4/11 Gabor Grothendieck <ggrothendi...@gmail.com>
> Add meq=1 to the arguments.
>
> On Sun, Apr 11, 2010 at 9:50 AM, li li <hannah....@gmail.com> wrote:
> > Hi, thank you very much for the reply!
> >
> > Consider minimize quadratic form w'Aw with A be the following matrix.
> >> Dmat/2
> > [,1] [,2] [,3]
> > [1,] 1.0 0.5 0.8
> > [2,] 0.5 1.0 0.9
> > [3,] 0.8 0.9 1.0
> > I need to find w=(w1,w2,w3), a 3 by 1 vector, such that sum(w)=3, and
> wi>=0
> > for all i.
> >
> > Below is the code I wrote, using the function solve.QP , however, the
> > solution for w still have a
> > negtive component. Can some one give me some suggestions?
> >
> > Thank you very much!
> >
> >> x <- 2*c(1,0.5,0.8,0.5,1,0.9, 0.8,0.9,1)
> >> Dmat <- matrix(x, byrow=T, nrow=3, ncol=3)
> >> dvec <- numeric(3)
> >> Amat <- matrix(0,3,4)
> >> Amat[,1 ] <- c(1,1,1)
> >> Amat[,2:4 ]<- t(diag(3))
> >> bvec <- c(3,0,0,0)
> >>
> >> solve.QP(Dmat,dvec,Amat,bvec=bvec)
> > $solution
> > [1] 1.500000e+00 1.500000e+00 -8.881784e-16
> > $value
> > [1] 6.75
> > $unconstrained.solution
> > [1] 0 0 0
> > $iterations
> > [1] 3 0
> > $Lagrangian
> > [1] 4.5 0.0 0.0 0.6
> > $iact
> > [1] 1 4
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > 2010/4/10 Gabor Grothendieck <ggrothendi...@gmail.com>
> >>
> >> Check out the quadprog package.
> >>
> >> On Sat, Apr 10, 2010 at 5:36 PM, li li <hannah....@gmail.com> wrote:
> >> > Hi, thanks for the reply.
> >> > A will be a given matrix satisfying condition 1. I want to find the
> >> > vector w that minimizes the
> >> > quadratic form. w satisfies condition 2.
> >> >
> >> >
> >> > 2010/4/10 Paul Smith <phh...@gmail.com>
> >> >
> >> >> On Sat, Apr 10, 2010 at 5:13 PM, Paul Smith <phh...@gmail.com>
> wrote:
> >> >> >> I am trying to minimize the quardratic form w'Aw, with certain
> >> >> >> constraints.
> >> >> >> In particular,
> >> >> >> (1) A=(a_{ij}) is n by n matrix and it is symmetric positive
> >> >> definite,
> >> >> >> a_{ii}=1 for all i;
> >> >> >> and 0<a_{ij}<1 for i not equal j.
> >> >> >> (2) w'1=n;
> >> >> >> (3) w_{i}>=0
> >> >> >>
> >> >> >> Analytically, for n=2, it is easy to come up with a result. For
> >> >> >> larger
> >> >> n, it
> >> >> >> seems
> >> >> >> difficult to obtain the result.
> >> >> >>
> >> >> >> Does any one know whether it is possible to use R to numerically
> >> >> >> compute
> >> >> it?
> >> >> >
> >> >> > And your decision variables are? Both w[i] and a[i,j] ?
> >> >>
> >> >> In addition, what do you mean by "larger n"? n = 20 is already large
> >> >> (in your sense)?
> >> >>
> >> >> Paul
> >> >>
> >> >> ______________________________________________
> >> >> R-help@r-project.org mailing list
> >> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> >> PLEASE do read the posting guide
> >> >>
> >> >> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> <http://www.r-project.org/posting-guide.html>
> >> >> and provide commented, minimal, self-contained, reproducible code.
> >> >>
> >> >
> >> > [[alternative HTML version deleted]]
> >> >
> >> > ______________________________________________
> >> > R-help@r-project.org mailing list
> >> > https://stat.ethz.ch/mailman/listinfo/r-help
> >> > PLEASE do read the posting guide
> >> > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> >> > and provide commented, minimal, self-contained, reproducible code.
> >> >
> >
> >
>
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