Hi,
I'm quite new at R and I haven't found the answer to my question anywhere on the net, so either it is trivial or not documented. So, bare with be.
 I am using the quadprog package and its solve.QP routine to solve and quadratic programming problem with inconsistent constraints, which obviously doesn't work since the constraint matrix doesn't have full rank. A way to solve this is to "perturb" the objective function and the constraints with a parameter that changes at each iteration (so you can dismiss it), but that's where it gets tricky! Solve.QP doesn't seem to admitt constant terms, it need Dmat (a matrix) and dvec (a vector) as defined in the package description. Now, some might object that a constant is a vector but the problem looks like this


Min f(x) = (1/2)x^t Q x + D^t x + d

Can anyone help me, PLEASEEEEEEE?

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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