Accession Number:

AD0700923

Title:

LINEAR LEAST SQUARES AND QUADRATIC PROGRAMMING

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF COMPUTER SCIENCE

Personal Author(s):

• Golub, Gene H.
• Saunders, Michael A.

Report Date:

1969-05-01

Pagination or Media Count:

41.0

Abstract:

Several algorithms are presented for solving linear least squares problems the basic tool is orthogonalization techniques. A highly accurate algorithm is presented for solving least squares problems with linear inequality constraints. A method is also given for finding the least squares solution when there is a quadratic constraint on the solution.

Descriptors:

• *QUADRATIC PROGRAMMING
• *LEAST SQUARES METHOD
• ALGORITHMS
• MATRICES(MATHEMATICS)
• COMPUTER PROGRAMMING

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE