Displaying 1 result from an estimated 1 matches for "fasiable".
2004 Apr 27
1
constrOptim does ineq, not eq, but who do ?
...rain (all
solutions sum to 1), thus I tried to fool constrOptim using:
x[1] + 0 + ... + 0 >= 0
...
0 + 0 + ... + x[n] >= 0
x[1] + x[2] + ... + x[n] >= 1
-x[1] - x[2] - ... - x[n] >= -1
in minimization: min( dist(A*x - b) )
But, since the initial guess x0 must be in the fasiable region and NOT in
the boundaries (due to trick I only have boundary), this trick doens't
work out.
If constrOptim doesn't make subject to equalities, what function could do
this optimization ? any ideia ?
I look for something similar to MATLAB's lsqlin function:
http://web.media.mit.e...