Selected algorithms for the linearly constrained least squares problem: a user's guide. [Usage examples for LSEI and WNNLS, in FORTRAN]
Reliable numerical methods for solving constrained least-squares problems are described. Linear least-squares problems with linear constraints are considered. The constraints may be equalities or inequalities. The form of the inequalities determines two problem classes that are discussed in the report: Problem LSEI has general inequality constraints, and Problem NNLSE has nonnegativity constraints. The first two sections of the report give selected mathematical and algorithmic details for transforming Problem LSEI to a form of Problem NNLSE. A further section deals with algorithmic details for solving Problem NNLSE. The last two sections give usage examples and instructions for two FORTRAN subprograms, LSEI ( ) and WNNLS ( ), that solve Problems LSEI and NNLSE, respectively. 2 figures.
- Research Organization:
- Sandia Labs., Albuquerque, NM (USA)
- DOE Contract Number:
- EY-76-C-04-0789
- OSTI ID:
- 5810111
- Report Number(s):
- SAND-78-1290
- Country of Publication:
- United States
- Language:
- English
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