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bvls (version 1.4)

bvls-package: The Stark-Parker algorithm for bounded-variable least squares

Description

An R interface to the Stark-Parker implementation of an algorithm for bounded-variable least squares that solves $\min{\parallel A x - b \parallel_2}$ with the constraint $l \le x \le u$, where $l,x,u \in R^n, b \in R^m$ and $A$ is an $m \times n$ matrix.

Arguments

References

Stark PB, Parker RL (1995). Bounded-variable least-squares: an algorithm and applications, Computational Statistics, 10, 129-141.

See Also

bvls, the method "L-BFGS-B" for optim, solve.QP, nnls