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Article #349Re: Least Squares with Inequality Constraints?
From: Darrell Roy Hougen
Date: Tue, 25 Aug 1992 22:04
Date: Tue, 25 Aug 1992 22:04
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As an addendum to my note, I should point out that I had a similar question some time ago. Several people sent responses which I later posted. Currently, I am using a nonnegative least squares program provided to me by another person. It has the desirable properties that it usually finds a solution in a small number of iterations and I think it even keeps the partial results from one iteration to the next so that only one column/row of the matrix has to be updated on each iteration. It is pretty fast. Unfortunately, the program I am using only handles the case where all of the variables are required to be positive and I would like to let some of the variables range over the reals. I would really like to get my hands on the algorithm of Stoer '71 as it appears to be very good. Is this available anywhere? At this point, I don't care too much whether it is free or not. However, because I have a *very* large number of equations (e.g 10,000) in a *very* large number of unknowns (e.g. 30), the interface should be such that I don't have to type in all the data by hand (as that would be impossible). Darrell
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Path: arc1-ca.pugleaf.net!sparky!uunet!dtix!darwin.sura.net!jvnc.net!yale.edu!qt.cs.utexas.edu!cs.utexas.edu!uwm.edu!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,sci.math Subject: Re: Least Squares with Inequality Constraints? Keywords: least squares, inequality constraints Message-ID: <17eaq6INN68d@roundup.crhc.uiuc.edu> Date: 25 Aug 92 22:04:54 GMT References: <l9jcdhINNp98@roundup.crhc.uiuc.edu> <l9ktfvINNque@roundup.crhc.uiuc.edu> Distribution: inet Organization: Center for Reliable and High-Performance Computing, University of Illinois at Urbana-Champaign Lines: 20 NNTP-Posting-Host: uirvlh.csl.uiuc.edu