Solving the minimal least squares problem subject to bounds on the variables
type: Item
instance of: scholarly article
title: Solving the minimal least squares problem subject to bounds on the variables
zbMATH Open document ID: 0546.65041
DOI: 10.1007/BF01937487
author: Per Lötstedt
published in: BIT
publication date: 1984-01-01T00:00:00Z
review text: The author considers a solution method for linear least squares problems subject to lower and upper bounds on the variables. In a first step, an arbitrary solution is found based on an active set strategy. The corresponding subproblems are either solved by direct factorization (QR) or a conjugate gradient method. Subsequently the minimum norm solution of the least squares problem is determined. The algorithm and details on its numerical implementation are outlined and some numerical results are presented.
reviewed by: Klaus Schittkowski
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65H10
zbMATH DE Number: 3870505
zbMATH Keywords: linear least squares problems
zbMATH Keywords: active set strategy
zbMATH Keywords: direct factorization
zbMATH Keywords: conjugate gradient method
zbMATH Keywords: minimum norm solution
zbMATH Keywords: numerical results
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3870505