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

[Berend Hasselman]

> On 20 Oct 2015, at 15:35, Duncan Murdoch <murdoch.duncan at gmail.com> wrote:
> 
> 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
> 

And  you can use an alternative like this with package nloptr using functions

library(nloptr)

f1 <- function(x) sum(crossprod(x-S))

heq <- function(x) sum(B * x)

# Check lsfit solution
f1(X)
heq(X)

slsqp(c(0,0,0),fn=f1,heq=heq)


Berend