How can find (BVLS) bound-variable least square for "lsqnonneg"?

Hello all,

I would like to find Bounded-Variable Least Squares (BVLS), with simultaneous upper and lower bounds αᵢ ≤ xᵢ ≤ βᵢ for "lsqnonneg" function,

any help will be so appreciated,

Riyadh

Answer 1

[Torsten]

Introduce new variables

x' = x-alpha
y' = beta-x

and solve

A*x' = b-A*alpha
A*y' = A*beta-b
x',y' >= 0

using "lsqnonneg".

Will work if A is quadratic and not singular.

Best wishes

Torsten.

[Riyadh Muttaleb]

Thank you

Answer 2

[Matt J]

Just use lsqlin which allows you specify both upper and lower bounds explicitly.

[Riyadh Muttaleb]

Thank you for your response, I have to use "lsqnonneg"