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)

zbMATH Keywords

constrained optimizationerror analysisperturbation theorynumerical stabilitycondition numberslinear equality constraintslinear least-squares problem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3748409 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• Perturbation Theory for the Least Squares Problem with Linear Equality Constraints
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators

Cited in

(11)

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

Describes a project that uses

Uses Software

• LINPACK

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