lsie_ln {nlsic}

Linear Least Squares problem with inequality and equality constraints, least norm solution

Description

solve linear least square problem (min ||A%%x-b||) with inequality constraints u%%x>=co and equality constraints e%*%x=ce Method: reduce the pb to lsi_ln on the null-space of e

Usage

lsie_ln(a, b, u = NULL, co = NULL, e = NULL, ce = NULL, rcond = 1e+10)

Arguments

a

dense matrix A or its QR decomposition

b

right hand side vector

u

dense matrix of inequality constraints

co

right hand side vector of inequality constraints

e

dense matrix of equality constraints

ce

right hand side vector of equality constraints

rcond

maximal condition number for determining rank deficient matrix

Value

solution vector whose attribute 'mes' may contain a message about possible numerical problems

See Also

lsi_ln