Systems Optimization Laboratory
Stanford, CA 94305-4121 USA
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User guide for LSSOL:
Fortran package for constrained linear least-squares
and convex quadratic programming
LSSOL is a set of Fortran 77 subroutines for linearly constrained
least-squares and convex quadratic programming. It uses a two-phase
active-set method. Two main features are its exploitation of
convexity and treatment of singularity.
LSSOL may also be used for linear programming, and to find a
feasible point with respect to a set of linear inequality constraints.
LSSOL treats all matrices as dense, and is not intended for large
sparse problems.
P. E. Gill, S. J. Hammarling, W. Murray, M. A. Saunders, and M. H. Wright (1986),
LSSOL 1.0 User's Guide.
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