Solve a linear least-squares problem with bounds on the variables.
Namespace:
Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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[SerializableAttribute] public class BoundedVariableLeastSquares |
Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class BoundedVariableLeastSquares |
Visual C++ |
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[SerializableAttribute] public ref class BoundedVariableLeastSquares |
Remarks
BoundedVariableLeastSquares solves the least-squares problem
subject to the conditions for all k.This algorithm is a generalization of NonNegativeLeastSquares, that solves the least-squares problem, Ax = b, subject to all . NonNegativeLeastSquares is based on the subroutine NNLS which appeared in Lawson and Hanson (1974). The additional work on bounded variable least squares was published in a later reprint (Lawson and Hanson, 1995).