KrisLibrary  1.0.0
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Optimization::BoundedLSQRSolver Class Reference

Solve the bounded least-squares problem min||Ax-b||^2 s.t. l <= x <= b accepts infinite constraints too. More...

#include <BoundedLSQRSolver.h>

Public Member Functions

 BoundedLSQRSolver (const Matrix &A, const Vector &b, const Vector &l, const Vector &u)
 
LinearProgram::Result Solve (Vector &x)
 

Public Attributes

Matrix A
 
Vector b
 
Vector l
 
Vector u
 
int verbose
 
Real fTol
 
Real gradTol
 
Real xTol
 
int maxIters
 

Detailed Description

Solve the bounded least-squares problem min||Ax-b||^2 s.t. l <= x <= b accepts infinite constraints too.


The documentation for this class was generated from the following files: