[R] Optimization Problem

[Calvin L. Williams, Ph.D.]

R-users,
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
         WWW:   http://www.ces.clemson.edu/~calvinw/
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