A BRANCH AND BOUND ALGORITHM FOR CONSTRAINED LEAST-SQUARES

被引：3

作者：

CUTLER, A ^{[1
]}

机构：

[1] UTAH STATE UNIV,DEPT MATH & STAT,LOGAN,UT 84322

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1993年 / 22卷 / 02期

关键词：

BRANCH AND BOUND; NONNEGATIVE LEAST SQUARES;

D O I：

10.1080/03610919308813095

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A new branch and bound algorithm is described for solving non-negative least squares problems. The method is extended to the case where a single equality constraint must also be satisfied. Simulations suggest that the new algorithm is considerably faster than several alternative methods, especially when most of the parameter estimates are strictly positive at the solution.

引用

页码：305 / 321

页数：17

共 14 条

[1] BRANCH-AND-BOUND SOLUTION OF A RESTRICTED LEAST-SQUARES PROBLEM [J].