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

[Duncan Murdoch]

On 20/10/2015 6:58 AM, Andy Yuan wrote:
> Hello
>  
> Please could you help me to select the most appropriate/fastest function to use for the following constraint optimisation issue?

Just project S into the space orthogonal to B, i.e. compute the
residuals when you regress S on B (with no intercept).  For example,

X <- lsfit(B, S, intercept=FALSE)$residuals

>  
> 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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> 
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> 
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