active set algorithm

版本 1.0.0.0 (912 字节) 作者: Uriel Roque
solve linear least squares problem with nonnegative variables
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2.6K 次下载
更新时间 2007/4/18

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This function solves linear least squares problem with nonnegative variables using the active set algorithm described in:
Portugal, Judice and Vicente, A comparison of block pivoting and interior point algorithms for linear least squares problems with nonnegative variables, Mathematics of Computation, 63(1994), pp. 625-643

引用格式

Uriel Roque (2026). active set algorithm (https://ww2.mathworks.cn/matlabcentral/fileexchange/10908-active-set-algorithm), MATLAB Central File Exchange. 检索时间: .

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致谢

启发作品: zeroSR1, LBFGSB (L-BFGS-B) mex wrapper

版本 已发布 发行说明
1.0.0.0

Bug with empty vector corrected