Re: [R] Quadratic programming with semi-definite matrix

2010-12-06 Thread Hans W Borchers
Andreas Jensen gmail.com> writes: > Hello. > > I'm trying to solve a quadratic programming problem of the form min > ||Hx - y||^2 s.t. x >= 0 and x <= t using solve.QP in the quadprog > package but I'm having problems with Dmat not being positive definite, > which is kinda okay since I expect it

[R] Quadratic programming with semi-definite matrix

2010-12-04 Thread Andreas Jensen
Hello. I'm trying to solve a quadratic programming problem of the form min ||Hx - y||^2 s.t. x >= 0 and x <= t using solve.QP in the quadprog package but I'm having problems with Dmat not being positive definite, which is kinda okay since I expect it to be numerically semi-definite in most cases.