Construct a new BoundedVariableLeastSquares instance to solve
Ax-b subject to bounds on the variables. Each upper bound
must be greater than or equal to the corresponding lower bound.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
Visual Basic (Declaration) |
---|
Public Sub New ( _
a As Double(,), _
b As Double(), _
lowerBound As Double(), _
upperBound As Double() _
) |
Visual C++ |
---|
public:
BoundedVariableLeastSquares(
array<double,2>^ a,
array<double>^ b,
array<double>^ lowerBound,
array<double>^ upperBound
) |
Parameters
- a
- Type: array<
System..::.Double
,2>[,](,)[,]
The double input matrix.
- b
- Type: array<
System..::.Double
>[]()[]
A double array of length a.GetLength(0).
- lowerBound
- Type: array<
System..::.Double
>[]()[]
A double array of length a.GetLength(0) containing
lower bounds. Use Double.NEGATIVE_INFINITY for variables
which are not bounded below.
- upperBound
- Type: array<
System..::.Double
>[]()[]
A double array of length a.GetLength(0) containing
upper bounds. Use Double.POSITIVE_INFINITY for variables
which are not bounded above.
See Also