首页 | 本学科首页   官方微博 | 高级检索  
     


Perturbation bounds for the linear least squares problem subject to linear inequality constraints
Authors:Per Lötstedt
Affiliation:1. Department of Numerical Analysis and Computing Science, Royal Institute of Technology, S-10044, Stockholm, Sweden
Abstract:We study the effect on the solution to a linear least squares problem with linear inequality and equality constraints when the data defining the problem are perturbed. The existence and uniqueness of a solution are investigated. If the matrices involved have full rank, then a detailed bound is obtained by the duality theory for quadratic programming. Sufficient conditions are derived for an estimate of the perturbation in the solution to hold in terms of the largest perturbation in the data.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号