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