[Question] Equality constraints + non-negativity constraints

[spring-haru]

I wish to estimate

$y=A+Bx_1+Cx_2+u$

subject to

$B+C=1$, $B\geq 0$, $C\geq 0$

Can MatrixConstrainedLinearRegression do it? Does it handle inequality constrains only?

[avidale]

Yes, currently it handles only inequality constraints. But of course implementations of other types of tasks are welcome!

[spring-haru]

I decided to use qpsolvers. Thanks anyway.