LINEAR LEAST SQUARES AND QUADRATIC PROGRAMMING

Abstract

Several algorithms are presented for solving linear least squares problems; the basic tool is orthogonalization techniques. A highly accurate algorithm is presented for solving least squares problems with linear inequality constraints. A method is also given for finding the least squares solution when there is a quadratic constraint on the solution.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1969
Accession Number
AD0700923

Entities

People

  • Gene H. Golub
  • Michael Saunders

Organizations

  • Stanford University

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Arithmetic
  • Computations
  • Computer Programming
  • Computer Science
  • Computers
  • Equations
  • Factor Analysis
  • Inequalities
  • Integral Equations
  • Linear Algebra
  • Linear Programming
  • Mathematical Programming
  • Quadratic Programming
  • Simplex Method
  • United States

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)