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A branch and bound algorithm for constrained least squares

 

作者: Adele. Cutler,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1993）
卷期: Volume 22, issue 2  

页码: 305-321

 

ISSN:0361-0918

 

年代: 1993

 

DOI:10.1080/03610919308813095

 

出版商: Marcel Dekker, Inc.

 

关键词: branch and bound;non-negative least squares

 

数据来源: Taylor

 

摘要:

A new branch and bound algorithm is described for solving non-negative least squares problems. The method is extended to the case where a single equality constraint must also be satisfied. Simulations suggest that the new algorithm is considerably faster than several alternative methods, especially when most of the parameter estimates are strictly positive at the solution.

 

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