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Rev 61160 Rev 61168
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## but needs a feasible starting value
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## but needs a feasible starting value
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#
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#
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# from example(solve.QP) in 'quadprog'
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# from example(solve.QP) in 'quadprog'
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# no derivative
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# no derivative
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fQP <- function(b) {-sum(c(0,5,0)*b)+0.5*sum(b*b)}
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fQP <- function(b) {-sum(c(0,5,0)*b)+0.5*sum(b*b)}
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Amat       <- matrix(c(-4,-3,0,2,1,0,0,-2,1),3,3)
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Amat       <- matrix(c(-4,-3,0,2,1,0,0,-2,1), 3, 3)
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bvec       <- c(-8,2,0)
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bvec       <- c(-8, 2, 0)
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constrOptim(c(2,-1,-1), fQP, NULL, ui = t(Amat), ci = bvec)
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constrOptim(c(2,-1,-1), fQP, NULL, ui = t(Amat), ci = bvec)
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# derivative
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# derivative
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gQP <- function(b) {-c(0,5,0)+b}
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gQP <- function(b) {-c(0, 5, 0) + b}
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constrOptim(c(2,-1,-1), fQP, gQP, ui = t(Amat), ci = bvec)
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constrOptim(c(2,-1,-1), fQP, gQP, ui = t(Amat), ci = bvec)
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## Now with maximisation instead of minimisation
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## Now with maximisation instead of minimisation
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hQP <- function(b) {sum(c(0,5,0)*b)-0.5*sum(b*b)}
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hQP <- function(b) {sum(c(0,5,0)*b)-0.5*sum(b*b)}
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constrOptim(c(2,-1,-1), hQP, NULL, ui = t(Amat), ci = bvec,
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constrOptim(c(2,-1,-1), hQP, NULL, ui = t(Amat), ci = bvec,