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Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem

Editor: John R. Rice Authors:

Richard J. Hanson,

Karen H. HaskellAuthors Info & Claims

ACM Transactions on Mathematical Software (TOMS), Volume 8, Issue 3

Pages 323 - 333

https://doi.org/10.1145/356004.356010

Published: 01 September 1982 Publication History

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LSEI and WNNLS (587.gz) (587.gz)

least squares problems with linear equality and/or inequality constraints Gams: D9b1

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References

[1]

Fox, P.A, HULL, A.D, AND SCHRYER, N.D. The PORT mathematical subroutine hbrary. ACM Trans. Math. Softw. 4, 2 (June 1978), 104-126.

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HANSON, R J Constrained Least Squares Curve F~tt~ng to Dtscrete Data Using B-sphnes--A User's Guide Available as Sandia National Laboratories Tech Rep. SAND78-1291, Sandla National Laboratomes, Albuquerque, N Mex, Feb. 1979.

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HASKELL, K.H., AND HANSON, R J. An algorithm for linear least squares problems with equahty and nonnegativlty constraints Math Program. 21 (1981), 98-118.

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HASKELL, K.H., AND HANSON, R.J Selected algorithms for the linearly constrained least squares problem--A user's guide Tech Rep. SAND78-1290, Sandia National Laboratories, Albuquerque, N.Mex., 1979.

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JONES, R.E. SLATEC common mathematical hbrary error handhng package. Tech. Rep. AND78-1189, Sandia National Laboratories, Albuquerque, N Mex., 1978.

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LAWSON, C L. The Covar~ance Matrtx for the Solution Vector of an Equahty.Constra~ned Least-Squares Problem. Available as Jet Propulsion Laboratories Tech Memo 33-807, Jet Propulsion Laboratomes, Pasadena, Calif., Dec. 1976.

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LAWSON, C L., AND HANSON, R.J. Solving Least Squares Problems Prentice-Hall, Englewood Cliffs, N J, 1974.

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LAWSON, C L., HANSON, R.J., KINCAID, D.R., AND KROGH, F.T Basic hnear algebra subprograms for Fortran usage ACM Trans. Math. Softw. 5, 3 (Sept. 1979), 308-323.

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WAMPLER, R.H Problems used m testing the efficiency and accuracy of the modified Gram- Schmidt least squares algorithm. NBS Tech. Note 1126, Aug. 1980.

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Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem

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cover image ACM Transactions on Mathematical Software

ACM Transactions on Mathematical Software Volume 8, Issue 3

Sept. 1982

106 pages

ISSN:0098-3500

EISSN:1557-7295

DOI:10.1145/356004

Editor:
John R. Rice

Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 September 1982

Published in TOMS Volume 8, Issue 3

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An algorithm for linear least squares problems with equality and nonnegativity constraints

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