An R interface to the Lawson-Hanson NNLS implementation of an algorithm for non-negative linear least squares that solves the least squares problem \(\min{\parallel A x = b \parallel_2}\) with the constraint \(x \ge 0\) where \(x \in R^n, b \in R^m\) and \(A\) is an \(m \times n\) matrix. Also allows the combination of non-negative and non-positive constraints on \(x\).
Lawson CL, Hanson RJ (1974). Solving Least Squares Problems. Prentice Hall, Englewood Cliffs, NJ.
Lawson CL, Hanson RJ (1995). Solving Least Squares Problems. Classics in Applied Mathematics. SIAM, Philadelphia.
nnls, nnnpls,
the method "L-BFGS-B"
for optim,
solve.QP, bvls