active set algorithm

solve linear least squares problem with nonnegative variables

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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: .

致谢

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

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1.0.0.0

Bug with empty vector corrected