dot-solver_assemble_qp_info: Assemble qp_info from a solve.QP Solution

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Assemble qp_info from a solve.QP Solution

Description

Packages the output of quadprog::solve.QP into the qp_info list expected by downstream code (inference, generate_posterior, and varcovmat construction).

Usage

.solver_assemble_qp_info(
  last_qp_sol,
  beta_block,
  qp_Amat_combined,
  qp_bvec_combined,
  qp_meq_combined,
  converged,
  final_deviance,
  info_matrix = NULL
)

Arguments

last_qp_sol	Output of quadprog::solve.QP, or NULL. When NULL the function returns NULL.
beta_block	Final P \times 1 coefficient vector.
qp_Amat_combined	Combined equality + inequality constraint matrix.
qp_bvec_combined	Combined constraint right-hand side.
qp_meq_combined	Integer; number of leading equality constraints.
converged	Logical; whether the outer loop converged.
final_deviance	Scalar deviance at convergence.
info_matrix	Optional information matrix; included in the returned list when non-NULL.

Details

Active constraint columns are identified as all equality columns (1:qp_meq_combined) plus any inequality column whose Lagrange multiplier exceeds sqrt(.Machine$double.eps). This matches the convention used in .qp_refine().

Value

A list with elements solution, lagrangian, active_constraints, iact, Amat_active, bvec_active, meq_active, converged, and final_deviance, plus info_matrix, Amat_combined, bvec_combined, and meq_combined when info_matrix is supplied. Returns NULL if last_qp_sol is NULL.

lgspline documentation built on Aug. 5, 2026, 1:10 a.m.