When I run solve.QP on my problem, I get the following error from R:
Error in solve.QP(sigma, rep(0, 5), t(Amat), bvec, meq = 2) :
matrix D in quadratic function is not positive definite!
My sigma matrix is symmetric but is not positive definite. Why is this needed? If I solve it myself using Lagrangian functions, I am able to get the solution. Then why is R imposing this requirement?