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LeastSquares using LinearProgramming?

• To: mathgroup at smc.vnet.net
• Subject: [mg88986] LeastSquares using LinearProgramming?
• From: Gareth Russell <russell at njit.edu>
• Date: Fri, 23 May 2008 03:05:52 -0400 (EDT)
• Organization: NJIT

Hi,

Is it possible to specify a least-squares minimization through the 
LinearProgramming function? In other words, exactly the same as 
LeastSquares, with the extra constraint that all x>=0?

Presumably it comes down to specifying the input c correctly in the 
LinearProgramming function. But I can't see how to do that such that 
what is being minimized is the standard least-squares function 
||m.x-b||^2

Thanks,

Gareth
-- 
Gareth Russell
NJIT

• Follow-Ups:
  • Re: Re: Re: LeastSquares using
    • From: danl@wolfram.com
  • Re: Re: LeastSquares using LinearProgramming?
    • From: "Gregory Duncan" <gmduncan@gmail.com>
  • Re: Re: LeastSquares using LinearProgramming?
    • From: "Gregory Duncan" <gmduncan@gmail.com>
  • Re: LeastSquares using LinearProgramming?
    • From: Daniel Lichtblau <danl@wolfram.com>