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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