Computation of Lagrange multipliers for linear least squares problems with equality constraints

Computing (Vienna/New York)

Volumn 67, Issue 4, 2001, Pages 335-350

  Laratta, A ^a   Zironi, F ^a  

^a UNIVERSITY OF MODENA AND REGGIO EMILIA   (Italy)

Author keywords

Constrained least squares problems; Lagrange multipliers; Stability

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; FORTRAN (PROGRAMMING LANGUAGE); GRAPH THEORY; LEAST SQUARES APPROXIMATIONS; LINEAR EQUATIONS; MATRIX ALGEBRA; PERTURBATION TECHNIQUES; VECTORS;

BACKWARD ERROR ANALYSIS; CONSTRAINED LEAST SQUARES PROBLEMS; DIRECT ELIMINATION METHOD; NULL SPACE ALGORITHM;

LAGRANGE MULTIPLIERS;

EID: 0035658120     PISSN: 0010485X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s006070170004     Document Type: Article

References (10)

1. The use of QR factorization in sparse quadratic programming and backward error issues
2. Numerical methods for least squares problems
3. Accuracy and stability of the null space method for solving the equality constrained least squares problem
4. Perturbation theory for the least squares problem with linear equality constraints
5. Error analysis of null space algorithm for linear equality constrained least squares problems
6. On the stability of the direct elimination method for equality constrained least squares problems
7. Numerical solution of linear least squares problems with linear equality constraints