Thanks a lot! I got the main part working (after a relaxing holiday).
However I still have some problems with the conditions. The looping is not
working properly, but this is not really an QP problem anymore. It's more
about that R runs the loop differently than c++, I guess.
Thanks a lot for help
G'day Maija,
On Wed, 27 Jun 2018 08:48:08 +0300
Maija Sirkjärvi wrote:
> Thanks for your reply! Unfortunately something is still wrong.
>
> After the transpose, dvec and Amat are still incompatible.
>
> > d <- -hsmooth
> > dvec <- t(d)
> > c <- dvec*Amat
> Error in dvec * Amat : non-conforma
Thanks for your reply! Unfortunately something is still wrong.
After the transpose, dvec and Amat are still incompatible.
> d <- -hsmooth
> dvec <- t(d)
> c <- dvec*Amat
Error in dvec * Amat : non-conformable arrays
Moreover, I don't understand the following:
> If dvec is of length *J*, then b
sos::findFn('{quadratic programming}') just identified 156 help
pages in 68 packages containing the term "quadratic programming". The
function mentioned by Berwin Turlach, "solve.QP", is in package
"quadprog", which has not been updated since 2016-12-20. I've used
qudprod successfully,
The recommended (see the Posting Guide) way to resolve questions like this is
to post a reproducible example so we can see the problem occur in our R
session. There are a number of Internet resources that can help you get this
right such as [1][2][3].
Note that one key to success is to learn ho
G'day all,
On Tue, 26 Jun 2018 11:16:55 +0300
Maija Sirkjärvi wrote:
> It seems that my Amat and dvec are incompatible. Amat is a matrix of
> zeros size: *2*J-3,J* and dvec is a vector of length *J*. There
> should be no problem, but apparently there is. [...]
solve.QP solves the quadratic prog
Thanks for the reply!
dvec, thus hsmooth, has the same length J. It shouldn't be the problem.
2018-06-26 11:24 GMT+03:00 Eric Berger :
> The statement
>
> dvec <- -hsmooth
>
> looks like it might be the source of the problem, depending on what
> hsmooth is.
>
>
> On Tue, Jun 26, 2018 at 11:16 AM
The statement
dvec <- -hsmooth
looks like it might be the source of the problem, depending on what hsmooth
is.
On Tue, Jun 26, 2018 at 11:16 AM, Maija Sirkjärvi wrote:
> Thanks for the reply! I got that figured out, but still have some problems
> with the quadratic programming.
>
> It seems
Thanks for the reply! I got that figured out, but still have some problems
with the quadratic programming.
It seems that my Amat and dvec are incompatible. Amat is a matrix of zeros
size: *2*J-3,J* and dvec is a vector of length *J*. There should be no
problem, but apparently there is. The piece o
Keep replies on list please.
You are not accessing a value from vector Q if you access the zero'th element!
R > Q <- c(3, 5, 8)
R > Q[0]
numeric(0)
R > Q[1]
[1] 3
R > Q[2]
[1] 5
In the first iteration of the loop j is 2 thus j-2 is 0 and that's the reason
for the error message: you are trying to
Q[j-2] gives you Q[0] in your first inner loop iteration.
R arrays start at one.
B.
> On 2018-06-13, at 07:21, Maija Sirkjärvi wrote:
>
> Amat[J-1+j-2,j-1]= 1/(Q[j] - Q[j-1]) + 1/(Q[j-1] - Q[j-2])
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Hi!
I have a quadratic optimization problem and I have some difficulties coding
it with R. The math version of the problem looks like this:
min sum(mj -mj^)^2 which goes from 1 to J
st.
mj-1 <= mj - delta1
1/(Qj-1 -Qj-2)(mj-2 -mj-1) <= 1/(Qj -Qj-1 ) (mj-1 - mj) -delta2
And I'm coding it like
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