Re: quadprog->qp newbie help

[fork]

MarkSheedy <mark.sheedy <at> edftrading.com> writes:

> Using MatLab, this exits with a global minimum  ( x = [ 0.6667;1.3333 ] )
> Using Octave, this fails with the following
> "qp: equality constraint matrix must be full row rank"
> 
> If I alter qp.m to remove this error, the function terminates, but with a
> local minimum that does not satisfy one of the constraints (x
> =[0.77143;1.37143 ] )

What did you do to "alter qp.m" -- just comment out the check, or what? you
could post a diff to the newsgroup (we know how to read diffs).  Or if you don't
have access to a good command line, a cut and paste is fine.

> Any help would be much appreciated.

I am going to try to figure out the issue, but I am quite a newbie myself, so it
may take a while (and I offer no guarantees...).