[R] Is it solve.QP or is it me?

Berwin A Turlach berwin at maths.uwa.edu.au
Fri Sep 21 20:29:41 CEST 2007


G'day Talbot,

regarding the subject line, perhaps neither, it may be your OS, chip or
maths library. :)

On my Intel Core2 Duo machine running under linux all your examples
work without error message.  What kind of machine are you using?

On Fri, 21 Sep 2007 12:38:05 -0400
"Talbot Katz" <topkatz at msn.com> wrote:

> [..] I was wondering whether anyone has any tricks to share for
> mitigating these kind of problems and still generating feasible
> solutions. 

I believe that one of the recommendations in the numerical literature
is to try to keep the norms of the columns of the matrix A on similar
scales.  Try to divide the first two columns of A (and the first two
entries in the vector b) by the square root of n.  

Hope that helps.

Cheers,

	Berwin 

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