Re: LeastSquares using LinearProgramming?
- To: mathgroup at smc.vnet.net
- Subject: [mg89056] Re: LeastSquares using LinearProgramming?
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Sat, 24 May 2008 03:57:54 -0400 (EDT)
- Organization: Uni Leipzig
- References: <firstname.lastname@example.org>
- Reply-to: kuska at informatik.uni-leipzig.de
Hi, you question is "Is ||m.x-b||^2 linear." and it is not. Linear programming usual search the simplex build up from the constrains and searches only the corners of that simplex. Because for a linear problem c.x the optimal value *must* be on the corners of the simplex of the constrains. For a quadratic (that's why it is called "least squares") this is not true. Regards Jens Gareth Russell wrote: > 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