## BVLS

 swMATH ID: 4345 Software Authors: Stark, P.B.; Parker, R.L. Description: Bounded-variable least-squares: an algorithm and applications The bounded-variable least-squares algorithm (BVLS) which solves linear least-squares problems with upper and lower bounds on the variables is described. BVLS is used also to find bounds for linear functionals of a model constrained to satisfy, in approximate l p -norm sense, a set of linear equality constraints in addition to upper and lower bounds. It is shown how to use BVLS to solve that problem when p=1,2 or ∞, and to solve minimum l 1 and l ∞ fitting problems. A variety of applications of BVLS is described and such features of this algorithm as numerical stability and computational efficiency are emphasized. The BVLS algorithm is implemented as a Fortran subroutine and is available from the statlib gopher at Carnegie Mellon University. Homepage: http://lib.stat.cmu.edu/general/bvls Programming Languages: FORTRAN Keywords: optimization; constrained least-squares; l1 regression; l$$infty$$ regression Related Software: RUSBoost; MCS; TRON; Genocop; Regularization tools; Matlab Cited in: 5 Publications
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### Cited by 10 Authors

 1 Bezdek, James C. 1 Dang, Manh Truong 1 Li, Lei 1 Liew, Alan Wee-Chung 1 Mead, Jodi L. 1 Nguyen, Tien Thanh 1 Parker, Robert L. 1 Renaut, Rosemary Anne 1 Speed, Terence Paul 1 Stark, Philip B.

### Cited in 5 Serials

 1 The Annals of Statistics 1 Information Sciences 1 Computational Statistics 1 Linear Algebra and its Applications 1 Computational Statistics and Data Analysis

### Cited in 4 Fields

 4 Statistics (62-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX)