Displaying similar documents to “Exact and stable least squares solution to the linear programming problem”

Mathematical programming via the least-squares method

Evald Übi (2010)

Open Mathematics

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The least-squares method is used to obtain a stable algorithm for a system of linear inequalities as well as linear and nonlinear programming. For these problems the solution with minimal norm for a system of linear inequalities is found by solving the non-negative least-squares (NNLS) problem. Approximate and exact solutions of these problems are discussed. Attention is mainly paid to finding the initial solution to an LP problem. For this purpose an NNLS problem is formulated, enabling...

A numerically stable least squares solution to the quadratic programming problem

E. Übi (2008)

Open Mathematics

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The strictly convex quadratic programming problem is transformed to the least distance problem - finding the solution of minimum norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive orthant. It is solved using orthogonal transformations, which are memorized as products. Like in the revised simplex method, an auxiliary matrix is used for computations. Compared to the modified-simplex type methods, the presented dual...

On stable least squares solution to the system of linear inequalities

Evald Übi (2007)

Open Mathematics

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The system of inequalities is transformed to the least squares problem on the positive ortant. This problem is solved using orthogonal transformations which are memorized as products. Author’s previous paper presented a method where at each step all the coefficients of the system were transformed. This paper describes a method applicable also to large matrices. Like in revised simplex method, in this method an auxiliary matrix is used for the computations. The algorithm is suitable for...

Some results on magic squares based on generating magic vectors and R-C similar transformations

Xiaoyang Ma, Kai-tai Fang, Yu hui Deng (2017)

Special Matrices

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In this paper we propose a new method, based on R-C similar transformation method, to study classification for the magic squares of order 5. The R-C similar transformation is defined by exchanging two rows and related two columns of a magic square. Many new results for classification of the magic squares of order 5 are obtained by the R-C similar transformation method. Relationships between basic forms and R-C similar magic squares are discussed. We also propose a so called GMV (generating...