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Re: QP solves for zero instead of min?

From: Olaf Till
Subject: Re: QP solves for zero instead of min?
Date: Sun, 3 Aug 2014 12:24:36 +0200
User-agent: Mutt/1.5.21 (2010-09-15)

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);.


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