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 | | From: | Luc Dal | | Subject: | Optimzation problem | | Date: | Mon, 24 Jan 2005 09:45:16 +0100 |
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 | Hello,
Let I_ij and E_ij be 2 square real matrix of size n and a and b 2 vectors.
I want to solve the following equations : a_j*I_ij = b_i*E_ij (where i ~=
j)
As the system is overdefined I will miminize (a_j*I_ij - b_i*E_ij)^2 under
the constraint sum(sum(a_j*I_ij + b_i*E_ij))=sum(sum((I_ij)).
How can I solve this ?
Thanks for your help
Luc
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