Displaying 2 results from an estimated 2 matches for "solveqp".
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solveqr
2011 Dec 19
2
Constrained Optimisation
...some given range (a +b, a - b).
I have tried to do this using the optim function in R, setting the minimum &
maximum tolerances as lower and upper bounds but once I set the constraint
of the weights summing to 1 in the function, it creates an error.
I have also looked at the constrOptim & solveQP packages and have similar
problems with constraint settings.
Thanks in advance.
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2008 Mar 03
2
Constrained regression
Dear list members,
I am trying to get information on how to fit a linear regression with
constrained parameters. Specifically, I have 8 predictors , their
coeffiecients should all be non-negative and add up to 1. I understand it is
a quadratic programming problem but I have no experience in the subject. I
searched the archives but the results were inconclusive.
Could someone provide suggestions