Dear R Users ,
As a beginner in QP, I'm trying to solve a Support Vector Machine problem by a
QP. In particulare I am using the quadprog package.
My questions are here:
1- In the document for the package (The quadprog Package), the inequality
constraint is mentioned with >= , however in a standard QP, this usaully is
written with <= . This constraint should be multiplied by a negativity sign to
be standard ?
2- How about nonnegativity constraints ? Are that possible to be handled via
upper and lower bounds? In document, nonnegativity is not mentioned. Is there
any argument for that?
3- In QP formulation we have a constant 1/2 in objective function. This should
be multiplied by the user or it is done by the algorithm?
4- More important, when I multiply a b*b matrix by D in quadratic term of
objective function, I get thise message:
Error in solve.QP(Dmat, dvec, Amat, bvec) :
matrix D in quadratic function is not positive definite!
How to multiply b*b matrix by the diagonal matrix ?
Thank you very much for any help.
Amir
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