). You can then try to
make eps smaller and smaller (but still not too small in order not to get into
numerical problems) and check whether your solution converges.
--- On Fri, 19/2/10, Araujo-Enciso, Sergio Rene
wrote:
> From: Araujo-Enciso, Sergio Rene
>
> Subject: [R] Quadprog hel
I am having some problems using Quadprog in R. I want to minimize the
objective function :
200*P1-1/2*10*P1^2+100*P2-1/2*5*P2^2+160*P3-1/2*8*P3^2+50*P4-1/2*10*P4^2+50*P
5-1/2*20*P5^2+50*P6-1/2*10*P6^2,
Subject to a set of constrains including not only the variables P1, P2, P3,
P4, P5, P6,
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