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

DOI10.1080/00949658708811021zbMATH Open0634.65046OpenAlexW2016372884MaRDI QIDQ3773196FDOQ3773196

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

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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)

Cites Work

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

Cited In (9)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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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