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Re: GSoC 2015: Optimization Package: Non-linear and constrained least sq


From: Olaf Till
Subject: Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin
Date: Thu, 19 Mar 2015 15:40:34 +0100
User-agent: Mutt/1.5.21 (2010-09-15)

> On Tue, Mar 17, 2015 at 03:34:14PM -0700, AsmaA wrote:
> <snip>
> > lsqlin is a special case of quadprog. So I gave it an attempt as well.
> > 
> > See
> > https://github.com/AsmaAfzal/octave_workspace/blob/master/lsqlin.m
> > https://github.com/AsmaAfzal/octave_workspace/blob/master/runlsqlin.m

Added lsqlin for you with some small changes, notably this:

Second argument of qp should be real(H'*q), not just H'*q, so that the
transformation remains valid for complex arguments.

Olaf

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