Solving overdeterminated linear equation system with specified conditions

2012 3 12
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Dear fellows! I´m new in the world of matlab and i´d like to solve the following overdeterminated system of linear equations with lsqr-method.
A*p=b
where A is a (5x3) matrix, p=[p1;p2;p3] and b is vector with 5 given vector elements.
without any conditions i could solve the system with p=A\b or p=lsqr(A,b).
BUT following conditions have to be achivied for solving the problem
1. p1;p2;p3 are always >=0
2. p1+p2+p3=sum(p)=1
Does sombody can help me to set the conditions for the solving process?
best regards Thomas

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Seth DeLand
Seth DeLand 2012-3-12

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Hi Thomas, If you have the Optimization Toolbox, LSQLIN can solve constrained least-squares problems: http://www.mathworks.com/help/toolbox/optim/ug/lsqlin.html
You can use the A and b arguments to enforce that p1; p2; p3 >= 0 and the Aeq and beq arguments to enforce that p1+p2+p3 = 1.

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Thomas
Thomas 2012-3-14
Thank you for your answer.
Did i define the constraints correct for following settings?
(C(5x3)matrix, d(5x1)vector) and C*x=d)
where
lb=zeros(3,1); %x1,x2,x3>=0
Aeq=ones(1,3);beq=1; %x1+x2+x3=1
[x,resnorm,residual,exitflag,output]=lsqlin(C,d,[],[],Aeq,beq,lb);
best regards
Thomas

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