I am trying to minimize a quadratic program with quadratic constraints but I am having trouble choosing the package to use. I have been reading the documentation and it seems like all the examples use equations instead of vector manipulation. All of my parameters are vectors and matrices and they can be quite large. Here is my problem:
X<-([Cf]+[H])%*%[A] Y<-([Cf]+[H]-[R])%*%[B]I want to find H that minimizes Y%*%Dmat%*%t(Y) for a given value of X%*%Dmat%*%t(X) Cf, R, A, Dmat and B are matrices of constants. The values for H sohould be between 0 and 1. Is it possible to use Rsolnp to find the vector H even though the input functions will all return other vectors? -- View this message in context: http://r.789695.n4.nabble.com/QCQP-Optimization-tp4698012.html Sent from the R help mailing list archive at Nabble.com<http://nabble.com/>. Sent from my iPhone On Oct 7, 2014, at 10:59 AM, BuffaloFan32 <jwei...@tulane.edu<mailto:jwei...@tulane.edu>> wrote: I am trying to minimize a quadratic program with quadratic constraints but I am having trouble choosing the package to use. I have been reading the documentation and it seems like all the examples use equations instead of vector manipulation. All of my parameters are vectors and matrices and they can be quite large. Here is my problem: X<-([Cf]+[H])%*%[A] Y<-([Cf]+[H]-[R])%*%[B]I want to find H that minimizes Y%*%Dmat%*%t(Y) for a given value of X%*%Dmat%*%t(X) Cf, R, A, Dmat and B are matrices of constants. The values for H sohould be between 0 and 1. Is it possible to use Rsolnp to find the vector H even though the input functions will all return other vectors? -- View this message in context: http://r.789695.n4.nabble.com/QCQP-Optimization-tp4698012.html Sent from the R help mailing list archive at Nabble.com<http://Nabble.com>. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.
