BOCLS

BOCLS is a package of Fortran subroutines for solving, in double precision, bounded and constrained linear least squares problems. That is, it finds a least squares solution to a system of linear equations subject to general linear constraints and to simple bounds on the variables. The mathematical statement is 
	minimize ||Ex - f||

	subject to: Cx = y
		    l(i) <= x(i) <= b(i), i=1,...,n.
where 
     ||.|| denotes the Euclidean norm (sum of squares)
     E     is an m by n matrix with m > n
     x     is an n-vector
     f     is an m-vector
     C     is a  k by n matrix with k < n
     y     is a k-vector.
The l(i) and the b(i) are lower and upper bounds respectively for the corresponding x(i). They may be negative infinity or positive infinity respectively indicating that there is no bound constraint.

There are two user callable routines - DBOCLS for the general problem and DBOLS for problems with only bounds.

Math Department Homepage Locally Maintained Software CMLIB Last updated: August 18, 1996