How to specify Multiple constraints for LSQLIN
4 views (last 30 days)
Show older comments
I have X = 50 data points for 6 parameters, resulting in output vector Y of 50 data points. I have first constrained the problem so that the Y predicted values are > 0 by setting A = -X, b = 0*Y, and solved via BETA = lsqlin(X,Y,A,b) . I now want to specify multiple constraints so BETA(1)*X(1) + BETA(2)*X(2) is always > 0 , BETA(3)*X(3) + BETA(4)*X(4) > 0 , and BETA(5)*X(5) + BETA(6)*X(6) > 0 for all 50 predicted values. Can someone help me with this? Thanks.
0 Comments
Accepted Answer
Matt J
on 18 Jun 2013
tmp={X(:,1:2),X(:,3:4),X(:,5:6)};
A=-[X;blkdiag(tmp{:})];
b=zeros(size(A,1),1);
lsqlin(X,Y,A,b)
More Answers (0)
See Also
Categories
Find more on Linear Least Squares in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!