Answers are grounded in this paper and cite their sources.
This article presents a numerically stable algorithm for solving linear least-squares problems with linear equalities and inequalities as additional constraints. The method proposed is a method of feasible directions and is related to Rosen’s gradient projection method. Moreover, together with a discussion of possible extensions a simplified version of the basic algorithm for solving linear programming problems is described.
No takes yet. Share an insight, caveat, or question.
Josef Stoer (1971) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: