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

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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,

Answers (2)

Torsten on 11 May 2017
Edited: Torsten on 11 May 2017
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

Matt J
Matt J on 10 May 2017
Just use lsqlin which allows you specify both upper and lower bounds explicitly.


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