﻿ConstrainedLeastSquares Class   # ConstrainedLeastSquares Class

Class for solver constrained least squares problems. Inheritance Hierarchy
SystemObject
CenterSpace.NMath.CoreConstrainedLeastSquares

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4 Syntax
```[SerializableAttribute]
public class ConstrainedLeastSquares : ICloneable```

The ConstrainedLeastSquares type exposes the following members. Constructors
NameDescription ConstrainedLeastSquares
Constructs an instance of ConstrainedLeastSquares.
Top Properties
NameDescription Iterations
Gets the number of iterations performed by the most recent solve. ResidualNorm
Gets the Euclidean norm of the Residual vector. You must call one of the Solve methods before accessing. Residuals
Gets the vector of residuals for the computed solution Residuals = Ax - b, where x is the computed solution. You must call one of the Solve methods before accessing. X
Gets the calcluated solution of the most recently solved constrained least squares problem. You must call one of the Solve methods before accessing.
Top Methods
NameDescription Clone
Returns a deep copy of self.  GetQuadraticProblem
Reformulates the given constrained least squares problem as a Quadratic Programming problem. Solve(ConstrainedLeastSquaresProblem)
Solves the given least squares problem using the default quadratic programming solver. Solve(ConstrainedLeastSquaresProblem, ActiveSetQPSolver, DoubleVector)
Solves the given least squares problem using an active set quadratic programming solver. Solve(ConstrainedLeastSquaresProblem, InteriorPointQPSolver, InteriorPointQPSolverParams)
Solves the given least squares problem using an interior point quadratic programming solver.
Top Remarks
Minimize ||Ax - b||^2 /// Subject to
ai'x = bi, for i in E,
ai'x >= bi, for i in I

where A is an mxn matrix, b is an m-vector, each ai is an n-vector and each bi is a scalar. ||.||^2 denotes the Euclidean norm squared. See Also