Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm

DOI10.1080/00949658708811021MaRDI QIDQ3773196zbMATH OpenOpenAlexFDO

Authors José M. Quintana, Susana Gómez, Federico J. O'Reilly

Publication date 1987

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658708811021

zbMATH Keywords

least squareslinear complementarity problemcomputation timeLemke's algorithmnumerical study

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A Convenient Method for Generating Normal Variables
• A Tutorial on the SWEEP Operator
• A closed form solution for tre least squares regression problem with linear inequality constraints
• Inequality Constrained Least-Squares Estimation

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(9)

• scientific article; zbMATH DE number 446508 (Why is no real title available?)
• Stabilizing ill-conditioned linear complementarity problems
• The parametric problem of linear complementarity. Solution algorithms. Application to the fit of a multivariate linear regression model with LS-LAD criterion.
• Comparison of algorithms for Toeplitz least squares and symmetric positive definite linear systems
• scientific article; zbMATH DE number 432996 (Why is no real title available?)
• Bard-type Methods for the Linear Complementarity problem with symmetric positive Definite Matrices
• Nonnegative least squares solution in inequality sense via LCP reformulation
• A hybrid algorithm for solving minimization problem over (R,S)-symmetric matrices with the matrix inequality constraint
• Minimum norm solution to the positive semidefinite linear complementarity problem

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