LSSOL (Version 1.0): a Fortran Package for Constrained Linear Least-Squares and Convex Quadratic Programming. User's Guide.

Abstract

This report forms the user's guide for Version 1.0 of LSSOL, a set of Fortran 77 subroutines for linearly constrained linear least-squares and convex quadratic programming. The method of LSSOL is of the two-phase, active-set type, and is related to the method used in the package SOL/QPSOL. Two main features of LSSOL are its exploitation of convexity and treatment of singularity. LSSOL may also be used for linear programming, and to find a feasible point with respect to a set of linear inequality constraints. LSSOL treats all matrices as dense, and hence is not intended for large sparse problems. Keywords: Algorithms; Parameters; Optimization; Linear programming; Mathematical software. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1986
Accession Number
ADA166945

Entities

People

  • Margaret H. Wright
  • Michael Saunders
  • Philip Edward Gill
  • Sven J. Hammarling
  • Walter Murray

Organizations

  • Stanford University

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  • Cyber

DTIC Thesaurus Topics

  • Algorithms
  • California
  • Computer Programming
  • Computer Programs
  • Contracts
  • Inequalities
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • Operations Research
  • Optimization
  • Procedures (Computers)
  • Quadratic Programming
  • Simplex Method
  • Specifications
  • Standards
  • United States

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