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
Available Snapshots
This version of lsei can be found in the following snapshots: