Constraining a single element in non-negative least squares

1 次查看(过去 30 天)
Hello,
I'm using non-negative least squares to find a solution to a classic multi-parameter linear regression problem.
xhat = arg min J(x) = | | E x - f | |, subject to x >= 0,
with E a n-by-m matrix of rank m.
In one instance, I got what I needed using lsqnonneg. I then modify the problem as follows
xhat = arg min J(x) = | | Etilda x - ftilda | |, subject to x(m+1) >= 0 (i.e. only the last element of x is constrained),
with Etilda = [E etilda], etilda an n-vector. For the sake of simplicity, etilda is orthogonal to the column space of E (i.e. etilda is linearly independent of ej, the column vectors of E, j = [1:m]).
Is it possible to perform this optimization using lsqnonneg? If not, are there alternatives to that?

回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Linear Least Squares 的更多信息

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by