Linear Least Squares With 2 Inequality Constraints
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Hello,
I would like to know how can I solve the following Linear Least Squares problem:
arg min(x) (Ax - b)'(Ax - b)
s.t.
Ax >= c
Ax <= d
Is there a way to it in MATLAB?
The Constrained Linear Least Squares in MATLAB only allows one inequality.
Thank You.
1 个评论
John D'Errico
2015-8-20
It simply is not true that lsqlin only allows one constraint. READ THE HELP.
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