Enrico, thank you very much for a prompt reply.

I have contacted Berwin A. Turlach a week ago. I will follow your

suggestion and will post this question to the r-help.

version of quadprog, so I was surprised to stumble on this error.

>

> Hi <?>,

>

> I did *not* check your code, but:

>

> (1) when did you contact the package maintainer? Please keep in mind

> that maintaining a package is volunteer work; so you may want to grant

> the maintainer a few days to consider your message.

>

> (2) Unless this is a very finance-specific problem, you may then want

> to post such a question on r-help (as the posting guide suggests).

>

> (3) A pointer: IIRC, the algorithm in solve.QP requires a

> positive-definite matrix; but yours seems rank-deficient (or very

> badly conditioned).

>

> Regards,

> Enrico

>

>

>

> Am 16.03.2012 01:44, schrieb none:

>> I want to report a following error with quadprog. The solve.QP function

>> finds a solution to the problem below that violates the last equality

>> constraint. I tried to solve the same problem using ipop from kernlab

>> package and get the solution in which all equality constraints are

>> enforced. I also tried an old version of quadprog, Version: 1.4-11,

>> Date: 2007-07-12 and my problem is solved correctly.

>>

>> I have tried to contact Berwin A. Turlach <

[hidden email]>

>> (maintainer for quadprog package) with no success.

>>

>>

>> ##############################################################

>> load(file='quadprog.Rdata')

>>

>> # solve QP using quadprog

>> require(quadprog)

>> sol = solve.QP(Dmat, dvec, Amat, bvec, meq)

>> x = sol$solution

>> check = x %*% Amat - bvec

>> # for some reason last equlity constraint is violated

>> round(check[1:meq], 4)

>>

>> # solve QP using kernlab

>> require(kernlab)

>> n = nrow(Amat)

>> sv = ipop(c = matrix(dvec), H = Dmat, A = t(Amat[,1:meq]),

>> b = bvec[1:meq], l = rep(-1000, n), u = rep(1000, n), r = rep(0,meq))

>>

>> x = primal(sv)

>> check = x %*% Amat - bvec

>> # all constraints are ok

>> round(check[1:meq], 4)

>>

>>

>>

>>

>>

>> _______________________________________________

>>

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>>

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