hello everyone

for a school assignment I need to perform a linear regression with some constraints

- the sum of the coefficients must be 1
- the coefficients must be greater than or equal to 0
- there should not be a constant term.

the first constraint succeeds and also the constant term is omitted but the constraint where the coefficients are greater than or equal to 0 fails.

Array


Does anyone have an idea how I can solve this?

many thanks in advance