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)

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

Value

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

See Also

lsi_ln

nlsic documentation built on July 10, 2023, 2:03 a.m.