Re: What Quadratic Programming Package?
Yes, I caught the notallononeside requirement.
Now I've tried both in R and also using the CGAL library with C++, but the latter is also complaining that Q is not positive semidefinite!
Which makes me think that I'm just being silly and constructing Q wrong. If you have points x_(d,i) where d = {1,2} is the dimension and i = {1..N}, with response y_(i) in {1, 1}, then the matrix elements are
Q_(ij) = y_(i) * y_(j) * sum_d [ x_(d,i) * x_(d,j) ]
Right?
