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Lutz Gröll

Least Squares with a Single Quadratic Constraint

LSQ problems (least squares with a single quadratic constraint). For this class of problems the paper presents a numerically robust algorithm based on a theorem given by Moré. The algorithm solves the nonlinear equation system resulting from the Karush-Kuhn-Tucker conditions by reduction to a scalar equation of the Lagrange multiplier. Additionally, modifications of the algorithm are proposed for special LSQ problems.

at – Automatisierungstechnik, Oldenbourg Wissenschaftsverlag

Print ISSN: 0178-2312
Volume: 52, 01/2004
Pages: 046

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