lsei: Solving Least Squares or Quadratic Programming Problems under Equality/Inequality Constraints

It contains functions that solve least squares linear regression problems under linear equality/inequality constraints. Functions for solving quadratic programming problems are also available, which transform such problems into least squares ones first. It is developed based on the 'Fortran' program of Lawson and Hanson (1974, 1995), which is public domain and available at <http://www.netlib.org/lawson-hanson/>.

Getting started

Package details

AuthorYong Wang [aut, cre], Charles L. Lawson [aut], Richard J. Hanson [aut]
MaintainerYong Wang <yongwang@auckland.ac.nz>
LicenseGPL (>= 2)
Version1.3-0
URL https://www.stat.auckland.ac.nz/~yongwang/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lsei")

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lsei documentation built on Jan. 13, 2021, 6:13 a.m.