On 20/10/2015 6:58 AM, Andy Yuan wrote: > Hello > > Please could you help me to select the most appropriate/fastest function to > use for the following constraint optimisation issue?
Just project S into the space orthogonal to B, i.e. compute the residuals when you regress S on B (with no intercept). For example, X <- lsfit(B, S, intercept=FALSE)$residuals > > Objective function: > > Min: Sum( (X[i] - S[i] )^2) > > Subject to constraint : > > Sum (B[i] x X[i]) =0 > > where i=1��n and S[i] and B[i] are real numbers > > Need to solve for X > > Example: > > Assume n=3 > > S <- c(-0.5, 7.8, 2.3) > B <- c(0.42, 1.12, 0.78) > > Many thanks > AY > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
