pymls - solving bounded linear least squares problems

Submitted by
Tillsten on 30 July 2011
Update history
Revision 3 of 3: previous
Updated by
Tillsten on 03 August 2011

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 \(lowlim_i<x_i<upperlim_i \)



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