[R] Is it solve.QP or is it me?
Berwin A Turlach
berwin at maths.uwa.edu.au
Fri Sep 21 20:29:41 CEST 2007
G'day Talbot,
regarding the subject line, perhaps neither, it may be your OS, chip or
maths library. :)
On my Intel Core2 Duo machine running under linux all your examples
work without error message. What kind of machine are you using?
On Fri, 21 Sep 2007 12:38:05 -0400
"Talbot Katz" <topkatz at msn.com> wrote:
> [..] I was wondering whether anyone has any tricks to share for
> mitigating these kind of problems and still generating feasible
> solutions.
I believe that one of the recommendations in the numerical literature
is to try to keep the norms of the columns of the matrix A on similar
scales. Try to divide the first two columns of A (and the first two
entries in the vector b) by the square root of n.
Hope that helps.
Cheers,
Berwin
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