Syntax

C#
[SerializableAttribute] public class BoundedVariableLeastSquares

Visual Basic (Declaration)
<SerializableAttribute> _ Public Class BoundedVariableLeastSquares

Visual C++
[SerializableAttribute] public ref class BoundedVariableLeastSquares

Remarks

BoundedVariableLeastSquares solves the least-squares problem

$\min_x \| Ax-b\|^2$

subject to the conditions

$\alpha_k \le x_k \le \beta_k$

for all k.

This algorithm is a generalization of NonNegativeLeastSquares, that solves the least-squares problem, Ax = b, subject to all $x_j \ge 0$ . NonNegativeLeastSquares is based on the subroutine NNLS which appeared in Lawson and Hanson (1974). The additional work on bounded variable least squares was published in a later reprint (Lawson and Hanson, 1995).

Inheritance Hierarchy

System..::.Object
Imsl.Math..::.BoundedVariableLeastSquares

Syntax

Remarks

Inheritance Hierarchy

See Also