I'm having difficulty figuring out how to implement the following set of constraints in Quadprog:
1). x1+x2+x3+x4=a1 2). x1+x2+x5+x6=a2 3). x1+x3+x5+x7=a3 4). x1+x2=b1 5). x1+x3=b2 6). x1+x5=b3 for the problem: MIN (x1-c1)2+(x2-c2)2+...+(x8-c8)2. As far a I understand, "solve.QP(Dmat, dvec, Amat, bvec, meq=0, factorized=FALSE)" reads contraints using an element-by-element multiplication, i.e. Amat'*x, not using the matrix-product, i.e. Amat'%*%x, required for the sums on the left-hand-side of 1-6). I would very much appreciate a suggestion on this problem. Thank you, Serguei Kaniovski ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html