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BoundedVariableLeastSquares Constructor
Construct a new BoundedVariableLeastSquares instance to solve Ax-b subject to bounds on the variables. Each upper bound must be greater than or equal to the corresponding lower bound.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public BoundedVariableLeastSquares(
	double[,] a,
	double[] b,
	double[] lowerBound,
	double[] upperBound
)

Parameters

a
Type: SystemDouble
The double input matrix.
b
Type: SystemDouble
A double array of length a.GetLength(0).
lowerBound
Type: SystemDouble
A double array of length a.GetLength(0) containing lower bounds. Use Double.NEGATIVE_INFINITY for variables which are not bounded below.
upperBound
Type: SystemDouble
A double array of length a.GetLength(0) containing upper bounds. Use Double.POSITIVE_INFINITY for variables which are not bounded above.
See Also