stephenslab / mixsqp

R package for fast maximum-likelihood estimation of mixture proportions using SQP.
https://bit.ly/2NtYHWT
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Active set method does not terminate when all co-ordinates are positive #28

Closed pcarbo closed 5 years ago

pcarbo commented 5 years ago

Here's an example to illustrate this:

library(mixsqp)
set.seed(1)
n <- 1000
m <- 3
w <- rep(1,n)/n
L <- matrix(runif(n*m),n,m)
out.mixsqp <- mixsqp(L,w,control = list(maxiter.activeset = 100))

See also Issue #17 for an example.