> On 20 Oct 2015, at 15:35, Duncan Murdoch <murdoch.dun...@gmail.com> wrote: > > 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 >
And you can use an alternative like this with package nloptr using functions library(nloptr) f1 <- function(x) sum(crossprod(x-S)) heq <- function(x) sum(B * x) # Check lsfit solution f1(X) heq(X) slsqp(c(0,0,0),fn=f1,heq=heq) Berend ______________________________________________ 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.
