## 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) |