lsei

Solving Least Squares or Quadratic Programming Problems under Equality/Inequality Constraints

It contains functions that solve least squares linear regression problems under linear equality/inequality constraints. Functions for solving quadratic programming problems are also available, which transform such problems into least squares ones first. It is developed based on the 'Fortran' program of Lawson and Hanson (1974, 1995), which is public domain and available at <http://www.netlib.org/lawson-hanson>.

Tests Vignettes

Dependencies

This package has no dependencies

Version History