[R] Fwd: Quadratic programming, for loop

[Maija Sirkjärvi]

Thanks for your reply! Unfortunately something is still wrong.

After the transpose, dvec and Amat are still incompatible.

> d <- -hsmooth
> dvec <- t(d)
> c <- dvec*Amat
Error in dvec * Amat : non-conformable arrays

Moreover, I don't understand the following:

> If dvec is 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 <berwin.turlach using gmail.com>:

> G'day all,
>
> On Tue, 26 Jun 2018 11:16:55 +0300
> Maija Sirkjärvi <maija.sirkjarvi using gmail.com> wrote:
>
> > It seems that my Amat and dvec are incompatible. Amat is a matrix of
> > zeros size: *2*J-3,J* and dvec is a vector of length *J*. There
> > should be no problem, but apparently there is. [...]
>
> solve.QP solves the quadratic program:
>          min(-d^T b + 1/2 b^T D b)
>    where A^T b >= b_0.
>
> Note the transpose. :)
> If dvec is of length *J*, then b will be of length J too, and Amat
> should be Jx(2J-3) so that its transpose is (2j-3)xJ, making it
> compatible for matrix multiplication with b.
>
> Cheers,
>
>         Berwin
>
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