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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.
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St wrote:That is more general than than the equality constrained case!
However I would like to solve particular case:minimize ||c - A*x||2 subject to B*x <= d
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.
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