[R] Optimization Problem
Calvin L. Williams, Ph.D.
calvinw at ces.clemson.edu
Fri Jan 5 13:16:10 CET 2001
I'm trying to code an optimization problem. Can anyone offer a reasonable
approach to doing this in R (or S-plus for that matter)?
Given the real positive valued vectors p (kx1) and r (kx1) and a
unknown real positive valued matrix Q (kxk).....
Can we find a doubly stochastic matrix Q, that optimizes the relation
p=Qr ? I'm trying to do this in L1 and L2. Any suggestions or references
would be greatly appreciated.
Calvin L. Williams
==================== Calvin L. Williams, Ph.D. ====================
Department of Mathematical Sciences, Clemson University
Box 340975 , 0-323 Martin Hall
Clemson, South Carolina 29634-0975
VOICE: (864) 656-5241 or leave message (864) 654-7187
EMAIL: calvinw at ces.clemson.edu
FAX: 1-(864) 656-5230
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