predictor-corrector algorithm

Version 1.0.0.0 (1.02 KB) by Uriel Roque
Solves linear least squares with nonnegative variables
3.0
(2)
3.2K Downloads
Updated 3 May 2006

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Solves the linear least squares problem with nonnegative variables using the predictor-corrector algorithm 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 (2024). predictor-corrector algorithm (https://www.mathworks.com/matlabcentral/fileexchange/8150-predictor-corrector-algorithm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP2
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: zeroSR1

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Version Published Release Notes
1.0.0.0

the search stops if the theta becomes zero.
documentation indicating steps of algorithm was added.