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Re: [Help-gsl] constraints over variables?

From: Patrick Alken
Subject: Re: [Help-gsl] constraints over variables?
Date: Fri, 18 May 2007 10:28:18 -0600
User-agent: Mutt/

I believe this problem is called the inequality-constrained least
squares problem, and is generally difficult to solve for the linear
case - you might find some codes on google to do it.

One way to do it within the framework of gsl, would be to use the
nonlinear least squares solver, and add a large value to the
error function if the solver tries negative coefficient values.

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