title: How to include data weight to Scipy NNLS function?
body: <p>I want to use the scipy nnls function, however, this does not support adding data weighting. </p>
  
  <pre><code>import numpy as np
  from scipy.optimize import nnls 
  
  A = np.array([[60, 90, 120], 
                [30, 120, 90]])
  
  b = np.array([67.5, 60])
  
  
  W = np.array([2, 3])
  </code></pre>
  
  <p>So I am wondering how can I add this W matrix into non-nagative least square?</p>