Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: successive projection

Sortuj według:

Ogranicz wyniki do:

On stable least squares solution to the system of linear inequalities

100%

Übi E.

Open Mathematics

2007

tom 5

nr 2

373-385

The system of inequalities is transformed to the least squares problem on the positive ortant. This problem is solved using orthogonal transformations which are memorized as products. Author’s previous paper presented a method where at each step all the coefficients of the system were transformed. This paper describes a method applicable also to large matrices. Like in revised simplex method, in this method an auxiliary matrix is used for the computations. The algorithm is suitable for unstable and degenerate problems primarily.

A numerically stable least squares solution to the quadratic programming problem

88%

Übi E.

Open Mathematics

2008

tom 6

nr 1

171-178

The strictly convex quadratic programming problem is transformed to the least distance problem - finding the solution of minimum norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive orthant. It is solved using orthogonal transformations, which are memorized as products. Like in the revised simplex method, an auxiliary matrix is used for computations. Compared to the modified-simplex type methods, the presented dual algorithm QPLS requires less storage and solves ill-conditioned problems more precisely. The algorithm is illustrated by some difficult problems.

Ograniczanie wyników

2 Open Mathematics

2 Übi E.

1 2008

1 2007

Wyniki wyszukiwania

On stable least squares solution to the system of linear inequalities

A numerically stable least squares solution to the quadratic programming problem