active set algorithm

version 1.0.0.0 (912 Bytes) by Uriel Roque
solve linear least squares problem with nonnegative variables

2.6K Downloads

Updated 18 Apr 2007

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This function solves linear least squares problem with nonnegative variables using the active set algorithm described in:
Portugal, Judice and Vicente, A comparison of block pivoting and interior point algorithms for linear least squares problems with nonnegative variables, Mathematics of Computation, 63(1994), pp. 625-643

Cite As

Uriel Roque (2022). active set algorithm (https://www.mathworks.com/matlabcentral/fileexchange/10908-active-set-algorithm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP3
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: zeroSR1, LBFGSB (L-BFGS-B) mex wrapper

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