Hi

I have the following problem: given x (px1) and S (pXp positive definite), find y such that y_i<=0 (i=1..p) minimizing the
mahalanobis distance (x-y)'S^{-1}(x-y). 

Has anyone worked on this problem? Tips or R code would be appreciated.

David

____________________

David Edwards
Principal scientist
Biostatistics

Novo Nordisk A/S
Novo Allé
2880 Bagsvaerd
Denmark
+45 4444 8888 (phone)

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