Re: non-negative least squares

[Michael Creel]

Jaana Tommiska wrote:
> 
> Hi,
> how can I solve non-negative least squares 
> 
> min||Ax-b|| subject to x>=0
> 
> using Octave ?
> 
> Jaana Tommiska
> 
> ...................................................................
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> 



One way to do it would be to use the simulated annealing solver, setting the
lower bounds to zero and the upper bounds to values known to be larger than
the solution (just re-set them and run again if the solution is on the upper
bound). This works well, and as long as the dimension of x is not too large,
it doesn't take too long.
Michael
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