Linear Least Squares With 2 Inequality Constraints

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Royi Avital
Royi Avital 2015-8-20
评论： John D'Errico 2015-8-20
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.

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Royi Avital
Royi Avital 2015-8-20
I created a solution.
It can be found here:
http://math.stackexchange.com/a/1403593/33

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Torsten
Torsten 2015-8-20
help lsqlin
Best wishes
Torsten.
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Torsten
Torsten 2015-8-20
[-A ; A]*x <= [-c ; d]
So choose the matrix in lsqlin as [-A ; A] and the right-hand side vector as [-c ; d].
Best wishes
Torsten.
Royi Avital
Royi Avital 2015-8-20
This is exactly what I did. But I will mark your question.
Thank You.

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