Solving large linear least squares with linear equality constraints.
Jennifer A. ScottMiroslav TumaPublished in: CoRR (2021)
Keyphrases
- equality constraints
- linear least squares
- quadratic programming problems
- nonlinear programming
- least squares
- linear constraints
- coefficient matrix
- systems of linear equations
- decomposition algorithm
- regularized least squares
- condition number
- linear programming
- optimization problems
- constrained optimization problems
- linear systems
- complex valued
- variational inequalities
- support vector machine
- quadratic program
- optimal solution
- real valued
- high dimensional data
- dynamic programming
- cost function
- special case