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]