[R] Which package/function for solving weighted linear least squares with inequality and equality constraints?

Thomas Schu th.schumann at gmx.de
Fri Oct 19 20:00:54 CEST 2012

Dear All,

Which package/function could i use to solve following linear least square
A over determined system of linear equations is given. The nnls-function may
would be a possibility  BUT:
The solving is constrained with 
a inequality that all unknowns are >= 0 
and a equality that the sum of all unknowns is 1
The influence of the equations according to the solving process is weighted

llAx-bll2 * weight
with xi >=0 and sum(x)=1

I´m pleased about every suggestion.

Thank you and best regards

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