Least Squares with Inequality Constraints?

Article View: sci.math.num-analysis

Article #328

Back to sci.math.num-analysis Previous Next

#328

From: Darrell Roy Hougen
Date: Tue, 25 Aug 1992 18:03

16 lines
1140 bytes

I would like to find some code, preferably free and preferably in C,
that solves the general problem of linear least squares with
linear inequality constraints.  

I would also like to find a version of the conjugate gradient
algorithm that incorporates linear inequality constraints.

Actually, I really only need to be able to tell the program that some,
but not all, of the variables are constrained to be positive.

Is such code available?  I will post a summary of packages available,
if any.

Thanks in advance.

Darrell

Technical Details

Message-ID: <l9ktfvINNque@roundup.crhc.uiuc.edu>

Path: arc1-ca.pugleaf.net!sparky!uunet!olivea!decwrl!sdd.hp.com!ux1.cso.uiuc.edu!roundup.crhc.uiuc.edu!uirvlh!hougen

References: <l9jcdhINNp98@roundup.crhc.uiuc.edu>

Show Full Headers

Complete Article Headers

Path: arc1-ca.pugleaf.net!sparky!uunet!olivea!decwrl!sdd.hp.com!ux1.cso.uiuc.edu!roundup.crhc.uiuc.edu!uirvlh!hougen
From: hougen@uirvlh.csl.uiuc.edu (Darrell Roy Hougen)
Newsgroups: sci.math.num-analysis,sci.math.stat
Subject: Least Squares with Inequality Constraints?
Keywords: least squares, inequality constraints
Message-ID: <l9ktfvINNque@roundup.crhc.uiuc.edu>
Date: 25 Aug 92 18:03:43 GMT
References: <l9jcdhINNp98@roundup.crhc.uiuc.edu>
Organization: Center for Reliable and High-Performance Computing, University of Illinois at Urbana-Champaign
Lines: 16
NNTP-Posting-Host: uirvlh.csl.uiuc.edu

Reply to Parent Message