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updated 6 months ago

LBFGSB (L-BFGS-B) mex wrapper by Stephen Becker

Stephen Becker (view profile)

Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. (optimization, constrained optimizat..., quasinewton)

Non-negative least-squares (NNLS) using L-BFBS-B

compile_mex

lbfgsb

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updated 2 years ago

nnls - Non negative least squares by Bill Whiten

nnls - Alternative to lsqnonneg: faster on large problems, improved convergence, optional restart (lsqnonneg alternative, nnls, non negative least sq...)

nnls(C,d,opts)

nnlstest1.m

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updated 8 years ago

MTRON by Christoph Ortner

MTRON is a Matlab wrapper for the Fortran software TRON (a large scale trust region Newton method). (optimization, large scale, unconstrained)

itron(fun, x0, xl, xu, fmin, delta, gtol, maxnit,...

plap(u, p)

test_mtron

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updated 8 years ago

active set algorithm by Uriel Roque

Uriel Roque (view profile)

solve linear least squares problem with nonnegative variables (linear algebra, nnls, nvlsq)

activeset(A,b)

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updated 9 years ago

newton's algorithm for nnls by Uriel Roque

Uriel Roque (view profile)

Solves the linear least squares problem with nonnegative variables using the newton's algorithm (linear algebra, newton, interiorpoint)

newton(A,b,x0,niter)

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updated 9 years ago

predictor-corrector algorithm by Uriel Roque

Uriel Roque (view profile)

Solves linear least squares with nonnegative variables (linear algebra, nnls, nvlsq)

pcnnls(A,b,x0,niter)

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updated 9 years ago

nnls by Uriel Roque

Uriel Roque (view profile)

block principal pivoting algorithm (optimization, nnls, nvlsq)

blocknnls(A,b,p_type)

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updated 12 years ago

NNLS and constrained regression by Rasmus Bro

Rasmus Bro (view profile)

M-files for non-negativity constrained least squares regression. (statistics, probability, nonnegativity)

fnnls(XtX,Xty,tol)

fnnlsb(XtX,Xty,P_old,Z_old,tol)

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