Re: Least squares optimization with sum-to-one constraint

Hi,
I strongly suggest you use LSE:
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13835&objectType=file


On May 26, 10:33 am, I Gerg <isaac-dot-gerg-AtatAt@ate-adelphia|
dot|.basketballnet> wrote:
Hi,
I am looking for a clear derivation of this problem or maybe some Matlab code
to help me understand it. I understand their is a closed for solution for this
problem and have tried several algorithm from journals with no luck in getting
the results to sum to one or nearly one.

Any help would be greatly appreciated.

Regards,
Isaac


.

Relevant Pages

  • Least squares optimization with sum-to-one constraint
    ... I am looking for a clear derivation of this problem or maybe some Matlab code to help me understand it. ... I understand their is a closed for solution for this problem and have tried several algorithm from journals with no luck in getting the results to sum to one or nearly one. ...
    (sci.math.num-analysis)
  • Least squares optimization with sum-to-one constraint
    ... I am looking for a clear derivation of this problem or maybe some Matlab code ... problem and have tried several algorithm from journals with no luck in getting ... the results to sum to one or nearly one. ...
    (sci.math)