R-users,
I'm trying to code an optimization problem. Can anyone offer a reasonable
approach to doing this in R (or S-plus for that matter)?
Given the real positive valued vectors p (kx1) and r (kx1) and a
unknown real positive valued matrix Q (kxk).....
Can we find a doubly stochastic matrix Q, that optimizes the relation
p=Qr ? I'm trying to do this in L1 and L2. Any suggestions or references
would be greatly appreciated.
Calvin L. Williams
==================== Calvin L. Williams, Ph.D. ===================
Department of Mathematical Sciences, Clemson University
Box 340975 , 0-323 Martin Hall
Clemson, South Carolina 29634-0975
VOICE: (864) 656-5241 or leave message (864) 654-7187
EMAIL: calvinw at ces.clemson.edu
FAX: 1-(864) 656-5230
WWW: http://www.ces.clemson.edu/~calvinw/
===========================================================-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._