Hi all!

I have a little question concerning quadprog. To make it simple I'll start by stating the problem:

I want to minimize 

		h(d,delta)=0.5d^T B d +nabla(f(x))^T d +rho*delta^2

With respect to d\in R^n and delta \in R. I obviously have constraints (depending on both d and delta). 

Solve.QP does give me a good result for d but I cannot obtain anything for delta. Simce dim(Dmat)=n and sol<-rep(0,n) it isn't particularly surprising.
To set a diagonal matrix

		(B	0	)
	Amat=	(0	rho	)

Is a crapy idea. Does anyone have an idea? 

Yours,

Serge

"Beatus qui prodest quibus potest"  -   (Lycklig är den som hjälper andra) 

Serge de Gosson de Varennes
Försäkringskassan 
Swedish Social Insurance Agency
+46-76 11 40 799
serge.de.gosson.de.varennes@forsakringskassan.se





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