# Assume we want to minimize: -(0 5 0) \%*\% b + 1/2 b^T b
# under the constraints: A^T b >= b0
# with b0 = (-8,2,0)^T
# and (-4 2 0)
# A = (-3 1 -2)
# ( 0 0 1)
# we can use solve.QP as follows:
#
Dmat <- matrix(0,3,3)
diag(Dmat) <- 1
dvec <- c(0,5,0)
bvec <- c(-8,2,0)
Amat0 <- matrix(c(-4,-3,0, 2,1,0, 0,-2,1),3,3)
solve.QP(Dmat,dvec, Amat0, bvec=bvec)
# Now with solve.QP.compact :
#
Aind <- rbind(c(2,2,2),
c(1,1,2),
c(2,2,3))
Amat <- rbind(c(-4,2,-2),
c(-3,1, 1))
solve.QP.compact(Dmat,dvec,Amat,Aind,bvec=bvec)
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