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[Help-glpk] GLPK and Smoothing Splines
From: |
Mineo, Eduardo Phillipe |
Subject: |
[Help-glpk] GLPK and Smoothing Splines |
Date: |
Mon, 3 Oct 2016 05:47:34 -0300 |
I'm sorry, I forgot to add the spline coefficients. Here they are:
###############################################
set I; # dataset
set J; # coefficients
param x {i in I};
param y {i in I};
var u {i in I}, >= 0;
var v {i in I}, >= 0;
var a {i in I} {j in J};
minimize error: sum {i in I} u[i] + sum {i in I} v[i];
s.t. equation {i in I} : sum {j in J} a[i][j] * B(x[i])[j] + u[i] - v[i] = y[i];
solve;
###############################################
Thanks!
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