[R] quadprog

Jason Nielsen jdn at cs.sfu.ca
Fri Nov 7 06:38:29 CET 2003


Hi all,

I'm trying to get quadprog to give me the Lagrange multipliers.  By taking
a look at the Fortran source it appears they are stored in the working
vector 'work'.  However, this working vector is larger than the number of
possible multipliers so I figure it also contains the slack variable etc.  
My problem is figuring out which values in the work array are the
multipliers so I can modify solve.QP.R to output them for me.  Any info
would be greatly appreciated.

Cheers,
Jason




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