lsie_ln: Linear Least Squares problem with inequality and equality...

In nlsic: Non Linear Least Squares with Inequality Constraints

Linear Least Squares problem with inequality and equality constraints, least norm solution

Description

solve linear least square problem (min ||A%%x-b||) with inequality constraints u%%x>=co and equality constraints e%*%x=ce Method: reduce the pb to lsi_ln on the null-space of e

Usage

lsie_ln(
  a,
  b,
  u = NULL,
  co = NULL,
  e = NULL,
  ce = NULL,
  rcond = 1e+10,
  mnorm = NULL,
  x0 = NULL
)

Arguments

a	dense matrix A or its QR decomposition
b	right hand side vector
u	dense matrix of inequality constraints
co	right hand side vector of inequality constraints
e	dense matrix of equality constraints
ce	right hand side vector of equality constraints
rcond	maximal condition number for determining rank deficient matrix
mnorm	matrix to be used to minimize the norm ||mnorm%*%x|| in case of under-dermined system. If mnorm is NULL (default), it is
x0	vector from which minimal norm should be searched when required

Value

solution vector whose attribute 'mes' may contain a message about possible numerical problems

See Also

lsi_ln

nlsic documentation built on June 28, 2025, 1:08 a.m.