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Old 02-23-2013, 04:55 PM
Haowen Haowen is offline
Join Date: Jan 2013
Posts: 24
Default Re: What Quadratic Programming Package?

Just an update for 2013... similar to earlier posters in this thread, I tried using the R package "quadprog" and solve.QP kept aborting with the complaint that my (correctly formatted) matrix D was not positive definite. Simply switching to the kernlab package and using ipop fixed the issue.

Next time I should check the forums first... this cost me quite a few hours looking for a bug that wasn't there.
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