topic Quote:St wrote:However I in Intel® oneAPI Math Kernel Library

Function to solve the linear "less-equality"-constrained least squares (LSE)

St — Thu, 27 Feb 2014 19:39:40 GMT

Hi, I know there is ?gglse that solves the linear equality-constrained least squares problem using a generalized RQ factorization

      minimize ||c - A*x||2 subject to B*x = d
     
However I would like to solve particular case:

     minimize ||c - A*x||2 subject to B*x <= d

Is this possible, I have searched documentation but had no luck

Thanks in advance.

mecej4 — Fri, 28 Feb 2014 00:07:00 GMT

St wrote:
However I would like to solve particular case:
     minimize ||c - A*x||2 subject to B*x <= d

That is more general than than the equality constrained case!

See http://www.sbsi-sol-optimize.com/asp/sol_product_lssol.htm , and TOMS 587 at http://www.netlib.org/toms/587 for two codes that solve the inequality constrained case. The former is not free.