Least squares with inequality constraint

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1 total messages Started by Dennis Jespersen Thu, 21 Jan 1993 14:32

#1002

Author: Dennis Jespersen
Date: Thu, 21 Jan 1993 14:32

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Can someone suggest a reference for the least squares problem with
inequality constraint, e.g. minimize || Ax-b || subject to x>=0, where
A is an mxn matrix and the inequality constraint on x is understood to
be component-wise.  I am mainly interested in the case m<n.  Thanks in
advance.
--
Dennis Jespersen                Voice: (415) 604-6742                      
MS 202A-2		        FAX:   (415) 604-1095                      
NASA Ames Research Center       email: jesperse@rft28.nas.nasa.gov         
Moffett Field, CA 94035-1000    We have met the enemy and he is us. -- Pogo

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