Solving the minimal least squares problem subject to bounds on the variables

DOI10.1007/BF01937487zbMath0546.65041MaRDI QIDQ797970

Per Loetstedt

Publication date: 1984

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

numerical resultsconjugate gradient methodminimum norm solutionactive set strategylinear least squares problemsdirect factorization

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Numerical computation of solutions to systems of equations (65H10)

Related Items (14)

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds ⋮ Modulus Methods for Nonnegatively Constrained Image Restoration ⋮ LMBOPT: a limited memory method for bound-constrained optimization ⋮ Least squares problems with inequality constraints as quadratic constraints ⋮ On the constrained linear least-squares problem: A personal view ⋮ A direct method for sparse least squares problems with lower and upper bounds ⋮ Algorithms for bound constrained quadratic programming problems ⋮ A hybrid multilevel-active set method for large box-constrained linear discrete ill-posed problems ⋮ Nonmonotone strategy for minimization of quadratics with simple constraints. ⋮ An iterative method for linear discrete ill-posed problems with box constraints ⋮ On iterative algorithms for linear least squares problems with bound constraints ⋮ Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems ⋮ Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves ⋮ Gauss-Seidel method for least-distance problems

Cites Work

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