Mathematical programming via the least-squares method
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 finding...