Least squares problem for linear inequalities with bounds on the variables

Authors

  • Elena Popescu University “Ovidius”, Constanta, Romania

DOI:

https://doi.org/10.33993/jnaat332-781

Keywords:

convex programming, box constraints
Abstract views: 171

Abstract

In [2] S.P. Han proposed a method for finding a least-squares solution for systems of linear inequalities. Additional information about the real world problem may take the form of additional inequalities. A common case is when the variables are restricted to lie in certain prescribed intervals. A method for this very important case is the subject of this paper.

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References

Bierlaire M., Toint Ph. L., and Tuyttens D., On iterative algorithms for linear least squares problems with bound constraints, Linear Algebra Appl., 143, pp. 111-143, 1991, https://doi.org/10.1016/0024-3795(91)90009-l DOI: https://doi.org/10.1016/0024-3795(91)90009-L

Han S. P., Least-squares solution of linear inequalities, Technical Report 2141, Mathematics Research Center, University of Wisconsin-Madison, 1980.

Stancu-Minasian I. M. and Popescu E., Algorithm for solving convex programs subject to box constraints, Analele Universităţii Bucureşti, Matematica, XLIX, no. 1, pp. 99-108, 2000.

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Published

2004-08-01

How to Cite

Popescu, E. (2004). Least squares problem for linear inequalities with bounds on the variables. Rev. Anal. Numér. Théor. Approx., 33(2), 229–235. https://doi.org/10.33993/jnaat332-781

Issue

Vol. 33 No. 2 (2004)

Section

Articles

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Copyright (c) 2015 Journal of Numerical Analysis and Approximation Theory

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