Numerical solution of linear least-squares problems with linear equality constraints

DOI10.1007/BF00941160MaRDI QIDQ1121177zbMATH OpenFDO

Authors A. Laratta, Fernando Zironi

Publication date 1990

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00941160

zbMATH Keywords

condition numbersconstrained optimizationerror analysislinear equality constraintslinear least-squares problemnumerical stabilityperturbation theory

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

A perturbation theory for the linear least-squares problem with linear equality constraints was presented by \textit{L. Eldén} [SIAM J. Numer. Anal. 17, 338-350 (1980; Zbl 0469.65023)]. In this paper the condition numbers of a general formula given by Eldén are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also defined to study experimentally the numerical stability of three algorithms.

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Cites work

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• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
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Cited in

(12)

• Error analysis of null space algorithm for linear equality constrained least squares problems
• New perturbation results for equality-constrained least squares problems
• Partial condition number for the equality constrained linear least squares problem
• Error analysis of an algorithm for equality-constrained quadratic programming problems
• scientific article; zbMATH DE number 26305 (Why is no real title available?)
• Perturbation Theory for the Rank-Deficient Equality Constrained Least Squares Problem
• A Unified Theoryof Conditioning for Linear Least Squares and Tikhonov Regularization Solutions
• scientific article; zbMATH DE number 800208 (Why is no real title available?)
• A structurally backward stable algorithm for solving the indefinite least squares problem with equality constraints
• On the Numerical Solution of Constrained Least-Squares Problems
• Computation of Lagrange multipliers for linear least squares problems with equality constraints
• Zur Kondition des linearen Ausgleichsproblems mit linearen Gleichungen als Nebenbedingungen

Describes a project that uses

Uses Software

• LINPACK

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