com.imsl.test.example.math

Class BoundedVariableLeastSquaresEx1

java.lang.Object

com.imsl.test.example.math.BoundedVariableLeastSquaresEx1

public class BoundedVariableLeastSquaresEx1
extends Object

Solves a linear least squares problem with bounds on the variables.

The following example solves a linear least squares problem with bounds on the variables and compares the result to its unbounded solution. The system is $Ax = b$ where $$A =\begin{pmatrix} 1.0 & -3.0 & 2.0 \\ -3.0 & 10.0 & -5.0 \\ 2.0 & -5.0 & 6.0 \end{pmatrix}$$

$b = (27.0, -78.0, 64.0)^T$ and $-1.0 \le x_i \le 5.0, i=1,2,3$.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
BoundedVariableLeastSquaresEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BoundedVariableLeastSquaresEx1

public BoundedVariableLeastSquaresEx1()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception