Re: QP solves for zero instead of min?

[Olaf Till]

On Sat, Aug 02, 2014 at 07:38:20PM +0200, Juan Pablo Carbajal wrote:
> Hi,
> 
> It seems that when QP receives linear equality constrains it goes for
> the zero of the cost function instead of a minimum.
> Might somebody find my mistake? Here is my test problem
> 
> x = randn (2,5);
> H = x.'*x; #Cov matrix to make sure is a good one.

H has no full rank, the result is not determined. Try x = randn (5);.

Olaf

-- 
public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net

signature.asc
Description: Digital signature