normalizeConstraints: Normalize constraint matrix
In quadprogXT: Quadratic Programming with Absolute Value Constraints
View source: R/normalizeConstraints.R
normalizeConstraints R Documentation
Normalize constraint matrix
Description
it is not uncommon for quadprog to fail when there are large differences in 2-norm
between the columns of the constraint matrix (Amat). It is possible to alleviate this issue in
some cases by normalizing the constraints (and their boundaries, defined by bvec).
Usage
normalizeConstraints(Amat, bvec)
Arguments
Amat
constraint matrix as defined by solve.QP
bvec
constraints as defined by solve.QP
Value
a list with two elements: Amat and bvec that contain the normalized constraints.
See Also
quadprog::solve.QP
quadprog::solve.QP.compact
quadprogXT documentation built on April 3, 2025, 9:24 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/normalizeConstraints.R
| normalizeConstraints | R Documentation |
Normalize constraint matrix
Description
it is not uncommon for quadprog to fail when there are large differences in 2-norm between the columns of the constraint matrix (Amat). It is possible to alleviate this issue in some cases by normalizing the constraints (and their boundaries, defined by bvec).
Usage
normalizeConstraints(Amat, bvec)
Arguments
Amat |
constraint matrix as defined by solve.QP |
bvec |
constraints as defined by solve.QP |
Value
a list with two elements: Amat and bvec that contain the normalized constraints.
See Also
quadprog::solve.QP
quadprog::solve.QP.compact
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.