Re: Need Help - Constrained linear least square optimization C code

On Jan 31, 5:40 am, Hans Mittelmann <mittelm...@xxxxxxx> wrote:
On Jan 30, 2:06 pm, nav...@xxxxxxxxx wrote:

Hi
I need to find x that will minimize Ax-b=0, under the inequality
constraints Cx<d.
Actually the constraints in my problem are only upper and lower bounds
to x values.
x is 4x1 vector, A is about 100x4 (and b is of course 100x1).
What is the appropriate algorithm?
Is there any C / C++ code available?

I succeeded solving the non-constrained problem with SVD, but some
times it give non-legal solution.

Thanks a lot in advance
Ariel

Hi,
I list many codes onhttp://plato.asu.edu/sub/nonlsq.html#lsqnres
Maybe, you start with BCLS
Hans Mittelmann

Thanks a lot.
Is this software easy to implement in my C/C++ code? I'm working in
Windows XP, and write the C software in Visual Studio. Do I need to
install any special libraries for operating the BCLS code?

Ariel
.

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