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An algorithm for solving the restricted least squares problem
| Content Provider | Scilit |
|---|---|
| Author | Clark, David |
| Copyright Year | 1979 |
| Description | This paper presents an algorithm to solve the least squares problem when the parameters are restricted to be non-negative. The algorithm is based on the branch and bound method which has been suggested for this problem, and shares with it the property that an unrestricted least squares subproblem is solved at each step. However, improvements have been made to the branching rules by making use of the convexity of the problem, and the Kuhn–Tucker conditions are used to test for optimality. The resulting algorithm becomes essentially iterative in nature, and linearity of the number of subproblems solved can be shown under assumptions which have always been observed in practice. |
| Related Links | https://www.cambridge.org/core/services/aop-cambridge-core/content/view/18C1DF8E6F5030CF75AD6E8868B5046B/S0334270000002435a.pdf/div-class-title-an-algorithm-for-solving-the-restricted-least-squares-problem-div.pdf |
| Ending Page | 356 |
| Page Count | 12 |
| Starting Page | 345 |
| ISSN | 03342700 |
| e-ISSN | 18394078 |
| DOI | 10.1017/s0334270000002435 |
| Journal | The Journal of the Australian Mathematical Society. Series B. Applied Mathematics |
| Issue Number | 3 |
| Volume Number | 21 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 1980-01-01 |
| Access Restriction | Open |
| Subject Keyword | The Journal of the Australian Mathematical Society. Series B. Applied Mathematics Operations Research and Management Science |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics |
