"Torsten" wrote in message <kegei4$2m1$1@newscl01ah.mathworks.com>...
> "Jelena Ivanovic" <ivanovic.jelena@yahoo.com> wrote in message <keefrt$m0f$1@newscl01ah.mathworks.com>...
> > Dear all,
> >
> > I am relatively new Matlab user, and I need to find a solution for coefficients a and b in the following equation:
> >
> > X=a*Y + (1a) * [Z + b*Q + (1b) * W]
> >
> > where:
> >
> >  X, Y, Z, Q and W are data vectors;
> >  constant should ideally be equal to zero (but this isn't necessary);
> >  1a, b and 1b all need to be positive.
> >
> > Is there maybe something that could be done with lsqlin from the Optimization toolbox?
> >
> > Many thanks,
> >
> > Jelena
>
> Setting
> c1=a and c2=(1a)*b,
> your expression for X becomes
> X=c1*Y+(1c1)*Z+c2*Q+(1c1c2)*W.
> Thus you want to minimize the norm of
> c1*(YZW)+c2*(QW)+(Z+WX)
> under the constraints
> c1 >= 0
> 1c1 >= 0
> c2 >= 0
> 1c1c2 >= 0
>
> After solving the above problem, you can recover a and b via
> a=c1, b=c2/(1c1)
>
> Best wishes
> Torsten.
Thanks, Torsten!
