User's Guide for LSSOL (version 1.0): a Fortran Package for Constrained Linear Least Squares and Convex Quadratic ProgrammingStanford University. Systems Optimization Laboratory, 1986 - 38 pages |
Contents
DESCRIPTION OF THE ALGORITHM | 2 |
OPTIONAL INPUT PARAMETERS | 12 |
ERROR RECOVERY | 19 |
1 other sections not shown
Common terms and phrases
array of dimension BIGBND BL(j bound constraints BU(j CALL LSOPTN CALL LSSOL CLAMDA computed constrained linear least-squares CONVEX QUADRATIC PROGRAMMING Crash Tolerance default value defined denote dimension at least DOUBLE PRECISION feasible point Fortran 77 FORTRAN PACKAGE Gill Hessian matrix inequality constraint Infinite Bound initial working set Input INTEGER IOPTNS ISTATE itns Lagrange multipliers least-squares matrix LENIW LENW linear constraints linear programming LNCON LSCODE files LSFILE LSMAIN LSSOL machine constants MCHPAR NCLIN Nolist non-singular Norm NROWA NROWC null space number of variables objective function Optimality Phase Iteration options file Phase Iteration Limit Print Level Problem type problems of type projected gradient quadratic programming R₁ Rank Tolerance real array rows and columns search direction Section 4.2 solution specified subroutine sum of infeasibilities TQ factorization triangular factor triangular matrix type FP unit number upper-trapezoidal upper-triangular User's guide VARBL Warm Start Weak minimum Workspace Z₁ zero