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Linear least squares with bounds
http://forum.alglib.net/viewtopic.php?f=2&t=561
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Author:  hugolove [ Wed Apr 11, 2012 9:59 am ]
Post subject:  Linear least squares with bounds

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

Author:  hugolove [ Fri Apr 27, 2012 2:36 pm ]
Post subject:  Re: Linear least squares with bounds

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

Author:  maneck35 [ Fri Jan 25, 2013 12:40 pm ]
Post subject:  Re: Linear least squares with bounds

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

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