Linear Least Squares with Bounds and Linear Constraints

DOI10.1137/0907055zbMath0616.65044OpenAlexW2003663317MaRDI QIDQ4725617

Richard J. Hanson

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907055

zbMATH Keywords

equality constraintsboundsnumerical stabilityinequality constraintsconstrained problemsslack variableslinear least squarespenalty technique

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05)

Related Items (5)

On the constrained linear least-squares problem: A personal view ⋮ Multiple shooting-local linearization method for the identification of dynamical systems ⋮ A hybrid algorithm for solving linear inequalities in a least squares sense ⋮ On iterative algorithms for linear least squares problems with bound constraints ⋮ On the calibration of distortion risk measures to bid-ask prices

Uses Software

• Algorithm 587

Cites Work

• Algorithm 587

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