Linear least squares with bounds and linear constraints
Technical Report
·
OSTI ID:6778797
An algorithm is given for solving linear least squares systems of algebraic equations subject to constraints. The types of constraints considered are simple bounds on the unknowns and (more general) linear equality and inequality constraints. The method used is a penalty function approach wherein the linear constraints are (effectively) heavily weighted. The resulting system is then solved as an ordinary bounded least squares system except for some numerical details. Codes are available that implement the algorithm. They are written in the SFTRAN3 Fortran preprocessor language. A version is available in Fortran 77 that is output from the SFTRAN3 preprocessor.
- Research Organization:
- Sandia National Labs., Albuquerque, NM (USA)
- DOE Contract Number:
- AC04-76DP00789
- OSTI ID:
- 6778797
- Report Number(s):
- SAND-82-1517; ON: DE83000408
- Country of Publication:
- United States
- Language:
- English
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