On stable least squares solution to the system of linear inequalities |
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Authors: | Evald Übi |
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Institution: | (1) Department of Economics, Tallinn University of Technology, 11712 Tallinn, Estonia |
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Abstract: | 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
unstable and degenerate problems primarily.
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Keywords: | System of linear inequalities method of least squares Householder transformation successive projection |
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