bvls-package {bvls}R Documentation

The Stark-Parker algorithm for bounded-variable least squares

Description

An R interface to the Stark-Parker implementation of an algorithm for bounded-variable least squares that solves \min{\parallel A x - b \parallel_2} with the constraint l ≤ x ≤ u, where l,x,u \in R^n, b \in R^m and A is an m \times n matrix.

References

Stark PB, Parker RL (1995). Bounded-variable least-squares: an algorithm and applications, Computational Statistics, 10, 129-141.

See Also

bvls, the method "L-BFGS-B" for optim, solve.QP, nnls


[Package bvls version 1.4 Index]