## LCLSQ: an implementation of an algorithm for linearly constrained linear least-squares problems. [For IBM 370 and 3033, in FORTRAN]

This report describes the implementation of an algorithm of Stoer and Schittkowski for solving linearly constrained linear least-squares problems. These problems arise in many areas, particularly in data fitting where a model is provided and parameters in the model are selected to be a best least-squares fit to known experimental observations. By adding constraints to the least-squares fit, one can force user-specified properties on the parameters selected. The algorithm used applies a numerically stable implementation of the Gram-Schmidt orthogonalization procedure to deal with a factorization approach for solving the constrained least-squares problem. The software developed allows for either a user-suppliedmore »