[R] least squares regression using (inequality) restrictions

Harald Bartel harald.bartel at prozentor.de
Fri Sep 26 12:06:15 CEST 2003

Dear R Users,

I would like to make a lesast squares regression similar to that what is 
done by the command "lm". But additionally, I would like to impose some 
1) The sum of all regression coefficients should be equal to 1.
2) Each coefficient should assume a value between 0 and 1. (inequality 

Which command is the best to use in order to solve this problem in a 
computationally efficient way?

Thank you in advance for your help,
Harald Bartel

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