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Matt J
Posts:
4,992
Registered:
11/28/09


Re: constrained regression/optimization
Posted:
Jan 31, 2013 2:58 PM


"Jelena Ivanovic" <ivanovic.jelena@yahoo.com> wrote in message <keefrt$m0f$1@newscl01ah.mathworks.com>... > 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 + (1a) * [Z + b*Q + (1b) * W] > > where: > >  X, Y, Z, Q and W are data vectors; >  constant should ideally be equal to zero (but this isn't necessary); >  1a, b and 1b 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) s.t. c(1)+c(2)=1; c(3)+c(4)  c(2)=0; c(i)>=0
Now it is exactly in the form requested by LSQLIN



