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Article #349

Re: Least Squares with Inequality Constraints?

#349
From: Darrell Roy Hougen
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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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>
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