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

2010-12-06 Thread Hans W Borchers
Andreas Jensen bentrevisor at 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

[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.