The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: constrained regression/optimization
Replies: 2   Last Post: Feb 1, 2013 8:05 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Matt J

Posts: 4,997
Registered: 11/28/09
Re: constrained regression/optimization
Posted: Jan 31, 2013 2:58 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

"Jelena Ivanovic" <> wrote in message <keefrt$m0f$>...
> Dear all,
> I am relatively new Matlab user, and I need to find a solution for coefficients a and b in the following equation:
> X=a*Y + (1-a) * [Z + b*Q + (1-b) * W]
> where:
> - X, Y, Z, Q and W are data vectors;
> - constant should ideally be equal to zero (but this isn't necessary);
> - 1-a, b and 1-b all need to be positive.
> Is there maybe something that could be done with lsqlin from the Optimization toolbox?


Yes. You can rewrite this as

min. norm([Y Z Q W]*c - X)
c(3)+c(4) - c(2)=0;

Now it is exactly in the form requested by LSQLIN

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.