Please use the R-help mailing for such *Questions*.
R-devel has a very different purpose.
Probably you should also read the posting guide,
--> http://www.r-project.org/posting-guide.html
Regards,
Martin Maechler, ETH Zurich
>>>>> "dGdVS" == de Gosson de Varennes Serge (4100) <[EMAIL PROTECTED]>
>>>>> on Fri, 14 Dec 2007 09:15:26 +0100 writes:
dGdVS> Hi all! I have a little question concerning
dGdVS> quadprog. To make it simple I'll start by stating the
dGdVS> problem:
dGdVS> I want to minimize
dGdVS> h(d,delta)=0.5d^T B d +nabla(f(x))^T d
dGdVS> +rho*delta^2
dGdVS> With respect to d\in R^n and delta \in R. I obviously
dGdVS> have constraints (depending on both d and delta).
dGdVS> Solve.QP does give me a good result for d but I
dGdVS> cannot obtain anything for delta. Simce dim(Dmat)=n
dGdVS> and sol<-rep(0,n) it isn't particularly surprising.
dGdVS> To set a diagonal matrix
dGdVS> (B 0 ) Amat= (0 rho )
dGdVS> Is a crapy idea. Does anyone have an idea?
dGdVS> Yours,
dGdVS> Serge
dGdVS> "Beatus qui prodest quibus potest" - (Lycklig �r
dGdVS> den som hj�lper andra)
dGdVS> Serge de Gosson de Varennes F�rs�kringskassan
dGdVS> Swedish Social Insurance Agency +46-76 11 40 799
dGdVS> [EMAIL PROTECTED]
dGdVS> [[alternative HTML version deleted]]
dGdVS> ______________________________________________
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dGdVS> https://stat.ethz.ch/mailman/listinfo/r-devel
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