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bll
2012 Oct 19
2
Which package/function for solving weighted linear least squares with inequality and equality constraints?
...ystem 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
too.
llAx-bll2 * weight
with xi >=0 and sum(x)=1
I?m pleased about every suggestion.
Thank you and best regards
Thomas
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