Fast Combinatorial Algorithm for the Solution of Linearly Constrained Least Squares Problems

Patent · Mon Nov 10 23:00:00 EST 2008

OSTI ID:953741

Van Benthem, Mark H ^[1]; Keenan, Michael R ^[2]

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1. Middletown, DE
2. Albuquerque, NM

A fast combinatorial algorithm can significantly reduce the computational burden when solving general equality and inequality constrained least squares problems with large numbers of observation vectors. The combinatorial algorithm provides a mathematically rigorous solution and operates at great speed by reorganizing the calculations to take advantage of the combinatorial nature of the problems to be solved. The combinatorial algorithm exploits the structure that exists in large-scale problems in order to minimize the number of arithmetic operations required to obtain a solution.

• Research Organization: Los Alamos National Laboratory (LANL), Los Alamos, NM
• Sponsoring Organization: United States Department of Energy
• DOE Contract Number: AC04-94AL85000
• Assignee: Sandia Corporation (Albuquerque, NM)
• Patent Number(s): 7,451,173
• Application Number: uS patent application 10/938,444
• OSTI ID: 953741
• Country of Publication: United States
• Language: English