Re: [R] Urgent

From: Moshe Olshansky <m_olshansky_at_yahoo.com>
Date: Tue, 29 Jul 2008 23:32:26 -0700 (PDT)


Hi Yunlei,

Is your problem constrained or not?
If it is unconstrained and your matrix is not positive definite, the minimum is unbounded (unless you are extremely lucky and the matrix is positive semi-definite and the vector which multiplies the unknowns is exactly perpendicular to all the eigenvectors with 0 eigenvalues). If the problem is constrained you may use regular optimization functions (like optim).

Regards,

Moshe.

> From: Yunlei.Hu_at_barclayscapital.com <Yunlei.Hu_at_barclayscapital.com>
> Subject: [R] Urgent
> To: r-help@r-project.org
> Received: Tuesday, 22 July, 2008, 6:12 PM
> Hi everyone
>
> I try to use the solve.QP to solve the quadratic
> programming problem.
> But the Dmat in the funciotn is non-positive definite.
>
> Can anyone tell me which R function can deal with the
> quadratic
> programming with non positive definite Dmat matrix ( in
> solve.QP)
>
> I really appreaciated.
>
> Yunlei Hu
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 30 Jul 2008 - 06:36:04 GMT

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