I use "dykstra" R package to solve my quadratic programming problem. My code is running successfully. Here it is:
install.packages("Dykstra")
require(Dykstra)
Dmat <- diag(3)
> dvec <- c(1, 1.5, 1)
> Amat <- cbind(rep(1, 3), diag(3))
> bvec <- c(1, 0, 0, 0)
> dykstra(Dmat, dvec, Amat, bvec, meq = 1)
After that I get this message:
converged: TRUE (2 iterations)
solution: 0.1666667 0.6666667 0.1666667
value: -1.083333
And I don't understand how I can put the solution into one vector that I can export, use in other code etc. This problem getting worse when I have a lot of variables. In this case I get the message:
converged: TRUE (656 iterations)
solution: vector of length 2044
value: -7.650247e+26
so I can't even see what the results are.