NUMERICAL-SOLUTION OF LINEAR LEAST-SQUARES PROBLEMS WITH LINEAR EQUALITY CONSTRAINTS

被引：6

作者：

LARATTA, A

ZIRONI, F

机构：

[1] Department of Pure and Applied Mathematics, University of Modena, Modena

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1990年 / 65卷 / 01期

关键词：

constrained optimization; error analysis; Least-squares problems; numerical algorithms;

D O I：

10.1007/BF00941160

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In Ref. 1, a perturbation theory for the linear least-squares problem with linear equality constraints is presented. In this paper, the condition numbers of a general formula given in Ref. 1 are examined in order to compare them with the condition numbers of the two matrices of the problem. A class of test problems is also defined to study experimentally the numerical stability of three algorithms. © 1990 Plenum Publishing Corporation.

引用

页码：67 / 83

页数：17

共 6 条

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[3]

Dongarra J. J., 1979, LINPACK USERS GUIDE

[4] PERTURBATION-THEORY FOR THE LEAST-SQUARES PROBLEM WITH LINEAR EQUALITY CONSTRAINTS [J].

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SIAM JOURNAL ON NUMERICAL ANALYSIS, 1980, 17 (03) :338-350

[5]

Lawson C. J., 1974, SOLVING LEAST SQUARE

[6] THE EFFICIENT GENERATION OF RANDOM ORTHOGONAL MATRICES WITH AN APPLICATION TO CONDITION ESTIMATORS [J].

STEWART, GW .

SIAM JOURNAL ON NUMERICAL ANALYSIS, 1980, 17 (03) :403-409

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