A stable method for solving certain constrained least squares problems
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Cites work
- scientific article; zbMATH DE number 3523319 (Why is no real title available?)
- scientific article; zbMATH DE number 883145 (Why is no real title available?)
- A factorization method for the solution of constrained linear least squares problems allowing subsequent data changes
- Finding the nearest point in A polytope
- On the Numerical Solution of Constrained Least-Squares Problems
- Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
Cited in
(15)- Algorithms for the solution of stochastic dynamic minimax problems
- Solving the minimal least squares problem subject to bounds on the variables
- Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
- Procedures for optimization problems with a mixture of bounds and general linear constraints
- A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
- Parallel bundle-based decomposition for large-scale structured mathematical programming problems
- Numerical study of some feasible direction methods in mathematical programming
- An algorithm for least distance programming
- A numerically stable dual method for solving strictly convex quadratic programs
- An algorithm for linear least squares problems with equality and nonnegativity constraints
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Separating plane algorithms for convex optimization
- ε-Optimal solutions in nondifferentiable convex programming and some related questions
- An active set method for solving linearly constrained nonsmooth optimization problems
- Partitioning mathematical programs for parallel solution
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