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Thread Subject:
Constrained least squares problem (lsqlin alternative desired)

Subject: Constrained least squares problem (lsqlin alternative desired)

From: Richard Crozier

Date: 19 Jan, 2011 16:38:04

Message: 1 of 5

Hello,

Does anyone know of a free alternative to the lsqlin function from the Optimization Toolbox? This function solves linear least squares problems subject to equality and inequality constraints, i.e. Solves the system

C*x=d

Subject to

Aeq*x=beq

and

A*x <= b

Thanks!

Subject: Constrained least squares problem (lsqlin alternative desired)

From: Torsten Hennig

Date: 20 Jan, 2011 07:31:02

Message: 2 of 5

> Hello,
>
> Does anyone know of a free alternative to the lsqlin
> function from the Optimization Toolbox? This function
> solves linear least squares problems subject to
> equality and inequality constraints, i.e. Solves the
> system
>
> C*x=d
>
> Subject to
>
> Aeq*x=beq
>
> and
>
> A*x <= b
>
> Thanks!

I did not yet test it, but you may try
http://www.mat.univie.ac.at/~neum/software/minq/

Best wishes
Torsten.

Subject: Constrained least squares problem (lsqlin alternative desired)

From: Bruno Luong

Date: 20 Jan, 2011 07:54:04

Message: 3 of 5

Torsten Hennig <Torsten.Hennig@umsicht.fhg.de> wrote in message <474958571.17557.1295508692646.JavaMail.root@gallium.mathforum.org>...

>
> I did not yet test it, but you may try
> http://www.mat.univie.ac.at/~neum/software/minq/

I did test it and I'm not very satisfied with MINQ.

I recommend QPC by university of New Castle
http://sigpromu.org/quadprog/

The code is available in MEX only and a request form must be submitted.

Otherwise use quadprog in optimization toolbox.

Bruno

Subject: Constrained least squares problem (lsqlin alternative desired)

From: Torsten Hennig

Date: 20 Jan, 2011 08:25:13

Message: 4 of 5

> > Hello,
> >
> > Does anyone know of a free alternative to the
> lsqlin
> > function from the Optimization Toolbox? This
> function
> > solves linear least squares problems subject to
> > equality and inequality constraints, i.e. Solves
> the
> > system
> >
> > C*x=d
> >
> > Subject to
> >
> > Aeq*x=beq
> >
> > and
> >
> > A*x <= b
> >
> > Thanks!
>
> I did not yet test it, but you may try
> http://www.mat.univie.ac.at/~neum/software/minq/
>

.. and you can check for alternative software (sometimes with MATLAB interface) under
http://plato.asu.edu/guide.html

> Best wishes
> Torsten.

Subject: Constrained least squares problem (lsqlin alternative desired)

From: Richard Crozier

Date: 31 Jan, 2011 11:05:05

Message: 5 of 5

Torsten Hennig <Torsten.Hennig@umsicht.fhg.de> wrote in message <1790444789.17776.1295511955624.JavaMail.root@gallium.mathforum.org>...
> > > Hello,
> > >
> > > Does anyone know of a free alternative to the
> > lsqlin
> > > function from the Optimization Toolbox? This
> > function
> > > solves linear least squares problems subject to
> > > equality and inequality constraints, i.e. Solves
> > the
> > > system
> > >
> > > C*x=d
> > >
> > > Subject to
> > >
> > > Aeq*x=beq
> > >
> > > and
> > >
> > > A*x <= b
> > >
> > > Thanks!
> >
> > I did not yet test it, but you may try
> > http://www.mat.univie.ac.at/~neum/software/minq/
> >
>
> .. and you can check for alternative software (sometimes with MATLAB interface) under
> http://plato.asu.edu/guide.html
>
> > Best wishes
> > Torsten.


Thanks everyone for your suggestions, I'll take a look at them all and see if I can get any of them to solve my problem. If I do get them to work I'll reply to this thread with further info.

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