Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm

DOI10.1080/00949658708811021zbMath0634.65046OpenAlexW2016372884MaRDI QIDQ3773196

José M. Quintana, Susana Gomez, Federico J. O'Reilly

Publication date: 1987

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658708811021

zbMATH Keywords

linear complementarity problemleast squaresLemke's algorithmcomputation timenumerical study

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• A closed form solution for tre least squares regression problem with linear inequality constraints
• A Tutorial on the SWEEP Operator
• Inequality Constrained Least-Squares Estimation
• A Convenient Method for Generating Normal Variables