Solves a linear least squares problem with nonnegativity constraints.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class NonNegativeLeastSquares |
| Visual Basic (Declaration) |
|---|
<SerializableAttribute> _ Public Class NonNegativeLeastSquares |
| Visual C++ |
|---|
[SerializableAttribute] public ref class NonNegativeLeastSquares |
Remarks
NonNegativeLeastSquares solves the problem
.
If a starting point 
is provided, those
entries of that are 
are first combined with a descent gradient component. The start point
is the origin. When is not provided the
algorithm uses only the gradient to verify that an optimum has been
found. The algorithm completes using only the gradient components to
reach an optimum. For more information, see Lawson and Hanson (1974).
