pymls - solving bounded linear least squares problems
Based on mls_alloc from the matlab toolbox Qcat by Ola Harkegard, this package allows to solve bounded least squares problems. It is also possible to put weights on your columns of A, in cases of non-unique solutions. A basic example is given.
- In math terms:
- Minimize \( ||Ax-b||_2 \) for \(lowlim_i<x_i<upperlim_i \)
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