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lsei
lsei solves a linearly constrained least squares problem with both equality and inequality constraints.
Main features
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lsei solves the problems below
Problem |
Comments |
min ||Ax - b||_2 |
Matrix A should be dense. |
s.t. Ex = f |
Equations to be exactly satisfied. |
Gx >= h |
Inequality constraints. |
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The problem is automatically converted to this format if using llsAssign and lseiTL (tomRun) when calling the solver.
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In case the equality constraints cannot be satisfied, a generalized inverse solution residual vector length is obtained for f-Ex. This is the minimal length possible for f-Ex.
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