On Linear Restricted and Interval Least-Squares Problems

DOI10.1093/IMANUM/8.1.23MaRDI QIDQ3782665zbMATH OpenOpenAlexFDO

Authors David I. Clark, Michael R. Osborne

Publication date 1988

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/8.1.23

zbMATH Keywords

active-set algorithmsconstrained linear least squares problemshomotopy methodinterval least squaresLemke's algorithmlinear complementarity problemnumerical examplesperformance comparisonrestricted least squares

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• An Algorithm for Restricted Least Squares Regression
• Least squares problem for linear inequalities with bounds on the variables
• On the constrained linear least-squares problem: A personal view
• Linear Least Squares with Bounds and Linear Constraints
• Bounded-variable least-squares: an algorithm and applications

Cited in

(12)

• A hybrid algorithm for solving linear inequalities in a least squares sense
• Algorithms for bound constrained quadratic programming problems
• On degeneracy in linear programming and related problems
• The adventures of a simple algorithm
• Solving interval linear least squares problems by PPS-methods
• Recursive least squares with linear inequality constraints
• scientific article; zbMATH DE number 5926351 (Why is no real title available?)
• An Algorithm for Restricted Least Squares Regression
• The Restricted Total Least Squares Problem: Formulation, Algorithm, and Properties
• Constrained Least Squares Interval Estimation
• On iterative algorithms for linear least squares problems with bound constraints
• Linear restrictions and two step least squares with applications

This page was built for publication: On Linear Restricted and Interval Least-Squares Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3782665)