I would like to estimate a multiple linear regression model $N$ observations (with $\beta$ of length $k$):
$$Y = X \beta + \epsilon$$
subject, however, to some linear constraints on the coefficients. I.e a constraint of the form
$$M \beta = 0$$
where (at least in my case) $M$ is of dimension $2 \times k$ but more generally can be expressed as
$$M \beta = c$$ where $M$ is of dimension $p \times k$ with $p < N$ and $c$ of dimension $p \times 1$.
I have not been able to find much about this online and would appreciate references to read up on this..