lsie_ln function

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

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

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

Returns

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

See Also

lsi_ln