On Linear Restricted and Interval Least-Squares Problems

1 January 1988

journal article
Published by Oxford University Press (OUP) in IMA Journal of Numerical Analysis

Vol. 8 (1) , 23-36
https://doi.org/10.1093/imanum/8.1.23

Abstract

Two classes of algorithms for the linear restricted and interval least-squares problems are considered. The first includes both primal and dual active-set methods permitting some scope for heuristic choice while the second is a homotopy method which is essentially Lemke's algorithm. Results of numerical experiments which attempt to evaluate certain heuristics and to compare methods are reported.

Keywords

SCOPE
DUAL
HOMOTOPY
PERMITTING
ATTEMPT
PRIMAL
SQUARES PROBLEMS
LINEAR RESTRICTED
LEMKE'S
INTERVAL LEAST SQUARES

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