optimize._lsq.bvls

Bounded-Variable Least-Squares algorithm.

Module Contents

Functions

compute_kkt_optimality(g,on_bound) Compute the maximum violation of KKT conditions.
bvls(A,b,x_lsq,lb,ub,tol,max_iter,verbose)
compute_kkt_optimality(g, on_bound)

Compute the maximum violation of KKT conditions.

bvls(A, b, x_lsq, lb, ub, tol, max_iter, verbose)