Thank you for giving me your time!
The problem is the quadratic optimization part. Something goes wrong along
the way. In C++ loops run from 0 and in R they run from 1, and I've tried
to take that into account. Still I'm having hard time figuring out the
mistake I make, cause I get a result from
) If that fails, then you'll need to produce a minimal reproducible
> example.
> > I strongly recommend that the R code matches the quadratic program, as
> > closely as possible.
> >
> >
> > On Mon, Sep 21, 2020 at 9:28 PM Maija Sirkjärvi
> > wrote:
>
dom shot in the dark, should bvec be -bvec?
> > >
> > >
> > > On Mon, Sep 21, 2020 at 9:28 PM Maija Sirkjärvi
> > > wrote:
> > > >
> > > > Hi!
> > > >
> > > > I was wondering if someone could help me out. I'm minimizing
Hi!
I was wondering if someone could help me out. I'm minimizing a following
function:
\begin{equation}
$$\sum_{j=1}^{J}(m_{j} -\hat{m_{j}})^2,$$
\text{subject to}
$$m_{j-1}\leq m_{j}-\delta_{1}$$
$$\frac{1}{Q_{j-1}-Q_{j-2}} (m_{j-2}-m_{j-1}) \leq \frac{1}{Q_{j}-Q_{j-1}}
Hi!
I'm solving a quadratic programming problem with some constraints. The
problem is the second set of Amat conditions, which seem to be
inconsistent, but I cannot see why. Do you have any idea, what could be the
problem?
Thanks in advance for your help!
Maija
for(j in 1:J){
hs[j]
barra...@sapo.pt) kirjoitti:
>>
>> > Hello,
>> >
>> > If it is not running as you want it, you should say what went wrong.
>> > Post the code that you have tried and the expected output, please.
>> > (In fact, the lack of expected output was t
d and the expected output, please.
> (In fact, the lack of expected output was the reason why my suggestion
> was completely off target.)
>
> Rui Barradas
>
> On 07/08/2018 09:20, Maija Sirkjärvi wrote:
> > Thanks, but I didn't quite get it. And I don't get it running as it
&g
Thanks, but I didn't quite get it. And I don't get it running as it should.
ti 7. elok. 2018 klo 10.47 Martin Maechler (maech...@stat.math.ethz.ch)
kirjoitti:
>
> > Thanks for help!
> > However, changing the index from i to j for the column vector changes the
> > output. I would like the matrix
this helps,
>
> Rui Barradas
>
> Às 10:24 de 06/08/2018, Eric Berger escreveu:
> > Both loops are on 'i', which is a bad idea. :-)
> > Also myMatrix[i,i+1] will be out-of-bounds if i = ncol(myMatrix)
> >
> >
> > On Mon, Aug 6, 2018 at 12:02 PM, Maija
I have a basic for loop with a simple matrix. The code is doing what it is
supposed to do, but I'm still wondering the error "subscript out of
bounds". What would be a smoother way to code such a basic for loop?
myMatrix <- matrix(0,5,12)
for(i in 1:nrow(myMatrix)) {
for(i in 1:ncol(myMatrix))
for help!
Maija
pe 29. kesäk. 2018 klo 13.29 Berwin A Turlach (berwin.turl...@gmail.com)
kirjoitti:
> G'day Maija,
>
> On Wed, 27 Jun 2018 08:48:08 +0300
> Maija Sirkjärvi wrote:
>
> > Thanks for your reply! Unfortunately something is still wrong.
> >
> > After the t
of length *J*, then b will be of length J too.
I believe the length of dvec comes from the number of variables and the
length of b from the number of constraints. In this case they are not
equal.
2018-06-26 15:01 GMT+03:00 Berwin A Turlach :
> G'day all,
>
> On Tue, 26 Jun 2018 11:16:55
On Tue, Jun 26, 2018 at 11:16 AM, Maija Sirkjärvi <
> maija.sirkja...@gmail.com> wrote:
>
>> Thanks for the reply! I got that figured out, but still have some problems
>> with the quadratic programming.
>>
>> It seems that my Amat and dvec are incompatible.
error message: you are trying to replace a matrix element
> with a zero-length (i.e. unassigned) numeric value. Perhaps, in your mind,
> you are mixing up the index of a vector element and its value? If you need
> two zeros to start your vector, do something like
>
> R > Q <- c(
Hi!
I have a quadratic optimization problem and I have some difficulties coding
it with R. The math version of the problem looks like this:
min sum(mj -mj^)^2 which goes from 1 to J
st.
mj-1 <= mj - delta1
1/(Qj-1 -Qj-2)(mj-2 -mj-1) <= 1/(Qj -Qj-1 ) (mj-1 - mj) -delta2
And I'm coding it like
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