Least squares problems with inequality constraints as quadratic constraints

DOI10.1016/J.LAA.2009.04.017MaRDI QIDQ848575zbMATH OpenOpenAlexFDO

Authors J. L. Mead, R. A. Renaut

Publication date 4 March 2010

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://scholarworks.boisestate.edu/cgi/viewcontent.cgi?article=1015&context=math_facpubs

zbMATH Keywords

regularizationnumerical examplesalgorithmbox constraintslinear least squaresill-posed inverse problemsquadratic constraintmaximum a posteriori estimation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22)

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Cites work

• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
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• A priori weighting for parameter estimation
• A trust-region approach to the regularization of large-scale discrete forms of ill-posed problems
• An iterative method for linear discrete ill-posed problems with box constraints
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• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Global optimization by multilevel coordinate search
• Newton's Method for Large Bound-Constrained Optimization Problems
• Numerical Optimization
• On iterative algorithms for linear least squares problems with bound constraints
• Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
• Solving the minimal least squares problem subject to bounds on the variables

Cited in

(12)

• scientific article; zbMATH DE number 26305 (Why is no real title available?)
• Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem
• A closed form solution for tre least squares regression problem with linear inequality constraints
• General error estimates for the Longstaff-Schwartz least-squares Monte Carlo algorithm
• On condition numbers for least squares with quadric inequality constraint
• \(\ell^1\)-analysis minimization and generalized (co-)sparsity: when does recovery succeed?
• scientific article; zbMATH DE number 5346593 (Why is no real title available?)
• A dual estimator as a tool for solving regression problems
• ^2 test for total variation regularization parameter selection
• Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
• scientific article; zbMATH DE number 2156164 (Why is no real title available?)
• Quadratically constrained least squares and quadratic problems

Describes a project that uses

Uses Software

• MCS
• TRON
• Genocop
• BVLS
• Regularization tools
• Matlab

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