PEIP (version 1.7)

blf2: Bounded least squares

Description

Bounded least squares

Usage

blf2(A, b, c, delta, l, u)

Arguments

A

Design Matrix

b

Right hand side

c

matrix weight on x

delta

tolerance

l

lower bound

u

upper bound

Value

• x
  solution

Details

Solves the problem: min/max c'*x where || Ax-b ||

References

Aster, R.C., C.H. Thurber, and B. Borchers, Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.

Stark, P.B. , and R. L. Parker, Bounded-Variable Least-Squares: An Algorithm and Applications, Computational Statistics 10:129-141, 1995.