#21




Re: What Quadratic Programming Package?
Quote:
@dudefromdayton  thanks for the input, yes mac os x has the correct dependencies. 
#22




Re: What Quadratic Programming Package?
I too am using Mac OSX lion and was unable to install the CVXQPT package. Kept getting unable to find gcc etc. errors. I have several python distributions installed and I am currently using the Enthought 7.22 64 bit distribution which comes with many packages but unfortunately not CVXQPT. But it does come with scikitlearn which is a complete machine learning package and has many machine learning algorithms including support vector machines. As a test I used maple 15 quadratic program solver and unfortunately I am getting agreement between the Maple and python programs only 75% of the time.
Mark Weitzman 
#23




Re: What Quadratic Programming Package?
The matrix D (called Q in the lecture) is such that for any b (called alpha in the lecture) b^T D b is w^T w, which cannot be negative. But with enough x_n vectors the x_n will surely be linearly dependent, so there are possible b such that w will be zero. D is therefore nonnegative, but is certainly not positive definite. I think the statement in the quadprod code which causes the error is in dpofa, which checks that something is positive before taking the square root. Maybe it would work to modify the dpofa source so that where it's about to take the square root it checks that it's not negative, to within roundoff errors, and if the quantity is almost zero, replace its square root with something very small and positive.
I tried the modification of dpofa, and it gave strange results, so I undid the change and instead forced D to be positive definite by adding a small number to each of the diagonal elements. But even though D is now positive definite, the program returns complaining that it isn't. 
#24




Re: What Quadratic Programming Package?
Quote:

#25




Re: What Quadratic Programming Package?
Thank you  I have started that process  I used xcode before but I have not updated it so maybe when I have finished installing new version it will work.
Mark Weitzman 
#26




Re: What Quadratic Programming Package?
Quote:
(I used this while I was having problems with cvxopt and it seemed to work well) 
#27




Re: What Quadratic Programming Package?
Well I finally got cvxopt installed and running, and it worked on my first test, but now I keep getting errors about rank(A) < p or Rank([P;A;G])< n. I make sure my y's have different values so I am confused why I am getting these errors. Any help appreciated. Guess I will have to go with my machine learning scientific package,
Mark Weitzman 
#28




Re: What Quadratic Programming Package?
Anyone have success with Octave + qp? I always get zeros back for all alphas, which is the first return parameter from qp.
It seemed straightforward to setup and I'm having trouble seeing my mistake. I am making sure to have points on both sides of the objective function. The only difference I see from class is that I have y on the diagonal of a matrix, instead of a vector, for the constraint. 
#29




Re: What Quadratic Programming Package?
Quote:

#30




Re: What Quadratic Programming Package?
I am using A as a 1 by n matrix (or a transpose of vector ) and b is a 1 by 1 matrix scalar. Doesn't seem to work
Mark Weitzman 
Tags 
hw7, package, quadratic programming 
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