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Old 05-20-2012, 02:13 PM
jbaker jbaker is offline
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Join Date: Apr 2012
Posts: 11
Default Re: What Quadratic Programming Package?

Yes, I caught the not-all-on-one-side 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?
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