[R] Most appropriate function for the following optimisation issue?

Andy Yuan yuan007 at gmail.com
Tue Oct 20 12:58:54 CEST 2015


Hello
 
Please could you help me to select the most appropriate/fastest function to use for the following constraint optimisation issue?
 
Objective function:
 
Min: Sum( (X[i] - S[i] )^2) 
 
Subject to constraint :
 
Sum (B[i] x X[i]) =0
 
where i=1¡­n and S[i] and B[i] are real numbers
 
Need to solve for X
 
Example:
 
Assume n=3
 
S <- c(-0.5, 7.8, 2.3)
B <- c(0.42, 1.12, 0.78)
 
Many thanks
AY



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