On the constrained linear least-squares problem: A personal view (Q1099928)
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English | On the constrained linear least-squares problem: A personal view |
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On the constrained linear least-squares problem: A personal view (English)
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1987
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This paper contains both a review of existing methods and discussion of some new ones for solving the linear constrained least-squares problem. The discussion covers least-squares problems with equality as well as inequality constraints, and special attention is given to the case where the constraints are simple bounds on the unknowns. Three practical examples indicating the possible areas of application are included.
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simple bounds
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orthogonal decomposition
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linear constrained least-squares problem
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