Least square with constraints

  • Thread starter Sergei_G
  • Start date
Hello everyone,

I'd like to solve overdetermined system of linear equations (in fact to fit experimental data)
(like y1=C1*X11+C2*X12+...+Cm1*X1m)
y2=C1*X21+C2*X22+..+Cm*X2m
....
yn=C1*Xn1+C2*Xn2+...Cm*Xnm)
sometimes n>>m sometimes n>~m , yi and xij are known coefficients
and I know ab initio that all unknowns C1...Cm are positive. Are there specific algorithms developed for such problem? I tried to solve it with simplest least square, but I always get someting like oscillations with increase of m - Positive C are compensated by negative C and fit becomes perfect but it does not have physical sence.

Thanks,

Sergei.
 

hotvette

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Thanks!
 

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