Quote:
Originally Posted by Xing Wu
Hello, I have a question about linear regression,
Ax=b, how to find constrained solution, like some elements of x have to be positive.
Thank you.
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One possibility is to minimize |Ax - b| subject to the constraints of non-negative x, which is a linear programming problem. If you want to minimize the squared error subject to non-negative x, it would be a quadratic programming problem. Hope this helps.