Syntax

C#
[SerializableAttribute] public class NonNegativeLeastSquares

Visual Basic (Declaration)
<SerializableAttribute> _ Public Class NonNegativeLeastSquares

Visual C++
[SerializableAttribute] public ref class NonNegativeLeastSquares

Remarks

NonNegativeLeastSquares solves the problem

$\min_x\|Ax-b\|^2$

subject to the condition $x\ge 0$ .

If a starting point is provided, those entries of that are $\gt0$ are first combined with a descent gradient component. The start point is the origin. When is not provided the algorithm uses only the gradient to verify that an optimum has been found. The algorithm completes using only the gradient components to reach an optimum. For more information, see Lawson and Hanson (1974).

Inheritance Hierarchy

System..::.Object
Imsl.Math..::.NonNegativeLeastSquares

Syntax

Remarks

Inheritance Hierarchy

See Also