Hi Riccardo,

Would it be possible to use max(diag(D))*diag(ncol(D)) - D ? That also
reverses the order of eigenvalues/-vectors.

Cheers,

Tsjerk

On Jan 2, 2012 4:35 PM, "riccardo24" <riccardo.giacomelli@gmail.com> wrote:

Hi, I need to maximize a quadratic function under constraints in R.
For minimization I used solve.QP but for maximization it is not useful since
the matrix D of the quadratic function
should be positive definite hence I cannot simply change the sign.

any suggestion ?
thanks

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