[Numpy-discussion] How can I constrain linear_least_squares to integer solutions?

Mark Schmucker Mark.Schmucker@4DTechnology....
Tue Nov 27 22:51:06 CST 2007



I have successfully used LinearAlgebra.linear_least_squares to estimate
solutions to continuous functions. The coefficients returned in that
case are of course floating-point values.


Now I have a problem where some of the terms are continuous but some
must be constrained to integer multiples. As a simple example,


y = c1 * x^2 + c0 * x


where c1 is floating-point in the usual way, but c0 can only be
integer-valued. (The actual problem has many more terms.)


Can anyone tell me how to constrain some of the coefficients to integer


Thank you for any insight.




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