[R] Which package/function for solving weighted linear least squares with inequality and equality constraints?
th.schumann at gmx.de
Fri Oct 19 20:00:54 CEST 2012
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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