Linear least squares with bounds

hugolove · **Joined:** Tue Apr 03, 2012 9:04 pm **Posts:** 7

Hello,
could someone please help me with how to do linear least squares with known upper ub and lower bounds lb when I know matrix C (measurements) and vector d (results) and I need to get vector x within bounds?

like I would do in MATLAB:

Code:

x = lsqlin([C],[d],[],[],[],[],lb,ub)

I have no problems with using lsfitlinear. But it, probably, does not allow boundaries. So I tried minbleic and also lsfitcreatef, but with no success.
I am struggling with it for few days already, could anyone help please?

Many thanks
hugo

hugolove · **Joined:** Tue Apr 03, 2012 9:04 pm **Posts:** 7

Does anybody in this forum have an idea if alglib can do it?

maneck35 · **Joined:** Fri Jan 25, 2013 6:51 am **Posts:** 3

I'd like to know the answer to this exact same question too. Did you manage to do this?

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