normalizeConstraints: Normalize constraint matrix
In quadprogXT: Quadratic Programming with Absolute Value Constraints
Description
Usage
Arguments
Value
See Also
View source: R/normalizeConstraints.R
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
1
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 Jan. 28, 2020, 5:10 p.m.
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Description Usage Arguments Value See Also
View source: R/normalizeConstraints.R
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
1 | 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.
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