active set algorithm

Versione 1.0.0.0 (912 Byte) da Uriel Roque

solve linear least squares problem with nonnegative variables

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2.7

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2,6K download

Aggiornato 18 apr 2007

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This function solves linear least squares problem with nonnegative variables using the active set algorithm described in:
Portugal, Judice and Vicente, A comparison of block pivoting and interior point algorithms for linear least squares problems with nonnegative variables, Mathematics of Computation, 63(1994), pp. 625-643

Cita come

Uriel Roque (2024). active set algorithm (https://www.mathworks.com/matlabcentral/fileexchange/10908-active-set-algorithm), MATLAB Central File Exchange. Recuperato luglio 29, 2024.

Compatibilità della release di MATLAB

Creato con R14SP3

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Categorie

Mathematics and Optimization > Optimization Toolbox > Least Squares > Linear Least Squares >

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Riconoscimenti

Ispirato: zeroSR1, LBFGSB (L-BFGS-B) mex wrapper

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activeset(A,b)

Versione	Pubblicato	Note della release
1.0.0.0	18 apr 2007	Bug with empty vector corrected	Scarica