pymls - solving bounded linear least squares problems

Submitted by
Tillsten on 30 July 2011
Link
https://bitbucket.org/tillsten/pymls/wiki/Home
Update history
Revision 3 of 3: previous
Updated by
Tillsten on 03 August 2011
Tags

Based on mls_alloc from the matlab toolbox Qcat by Ola Harkegard, this package allows to solve bounded least squares problems. It is also possible to put weights on your columns of A, in cases of non-unique solutions. A basic example is given.

In math terms:

Minimize \( ||Ax-b||_2 \) for \(lowlim_i<x_i<upperlim_i \)

Example:

/media/images/201108/image.png

Please Sign in or Register to leave a comment

  • Trademarks are property of their respective owners. Code and comments are owned by their respective posters. © 2013 All Rights Reserved