[Help-glpk] GLPK and Smoothing Splines

[Mineo, Eduardo Phillipe]

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!