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Old 04-25-2013, 11:24 PM
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htlin htlin is offline
Join Date: Aug 2009
Location: Taipei, Taiwan
Posts: 610
Default Re: Linear regression question

Originally Posted by Xing Wu View Post
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.
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.
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