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.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public BoundedVariableLeastSquares(
double[,] a,
double[] b,
double[] lowerBound,
double[] upperBound
)
Public Sub New (
a As Double(,),
b As Double(),
lowerBound As Double(),
upperBound As Double()
)
public:
BoundedVariableLeastSquares(
array<double,2>^ a,
array<double>^ b,
array<double>^ lowerBound,
array<double>^ upperBound
)
new :
a : float[,] *
b : float[] *
lowerBound : float[] *
upperBound : float[] -> BoundedVariableLeastSquares
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