Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem

DOI10.1145/356004.356010zbMath0486.65040OpenAlexW1980625815MaRDI QIDQ3947060

Karen H. Haskell, Richard J. Hanson

Publication date: 1982

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/356004.356010

zbMATH Keywords

equality constraintscovariance matrixinequality constraintsnonnegativity constraintslinear least squares solutioninconsistent constraints

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical mathematical programming methods (65K05) Linear programming (90C05)

Related Items (7)

MONOTONE APPROXIMATION OF AGGREGATION OPERATORS USING LEAST SQUARES SPLINES ⋮ On the constrained linear least-squares problem: A personal view ⋮ FITTING GENERATED AGGREGATION OPERATORS TO EMPIRICAL DATA ⋮ S-NNLS: An efficient non-negative least squares algorithm for sequential data ⋮ NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS ⋮ On the calibration of distortion risk measures to bid-ask prices ⋮ Learning weights in the generalized OWA operators

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