Solving the minimal least squares problem subject to bounds on the variables
From MaRDI portal
Publication:797970
DOI10.1007/BF01937487zbMath0546.65041MaRDI QIDQ797970
Publication date: 1984
Published in: BIT (Search for Journal in Brave)
numerical resultsconjugate gradient methodminimum norm solutionactive set strategylinear least squares problemsdirect factorization
Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Numerical computation of solutions to systems of equations (65H10)
Related Items (14)
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds ⋮ Modulus Methods for Nonnegatively Constrained Image Restoration ⋮ LMBOPT: a limited memory method for bound-constrained optimization ⋮ Least squares problems with inequality constraints as quadratic constraints ⋮ On the constrained linear least-squares problem: A personal view ⋮ A direct method for sparse least squares problems with lower and upper bounds ⋮ Algorithms for bound constrained quadratic programming problems ⋮ A hybrid multilevel-active set method for large box-constrained linear discrete ill-posed problems ⋮ Nonmonotone strategy for minimization of quadratics with simple constraints. ⋮ An iterative method for linear discrete ill-posed problems with box constraints ⋮ On iterative algorithms for linear least squares problems with bound constraints ⋮ Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems ⋮ Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves ⋮ Gauss-Seidel method for least-distance problems
Cites Work
- A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
- A factorization method for the solution of constrained linear least squares problems allowing subsequent data changes
- Handbook series linear algebra. Linear least squares solutions by Householder transformations
- An algorithm for linear least squares problems with equality and nonnegativity constraints
- Minimization of a Quadratic Function of Many Variables Subject only to Lower and Upper Bounds
- Numerically stable methods for quadratic programming
- An Estimate for the Condition Number of a Matrix
- A stable method for solving certain constrained least squares problems
- Accelerated projection methods for computing pseudoinverse solutions of systems of linear equations
- A criterion for truncation of theQR-decomposition algorithm for the singular linear least squares problem
- Methods for Modifying Matrix Factorizations
- The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
- On the Numerical Solution of Constrained Least-Squares Problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Solving the minimal least squares problem subject to bounds on the variables
