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An Algorithm for Nonnegative Least Squares and Projection onto Cones

J. M. Bremner-1982-01-01
4

TL;DRAbstract

An algorithm for fitting linear models in which same of the parameters are restricted in sign is described. The algorithm is based on standard computational routines for stepwise regression and may be implemented using a suitable interactive regression package.

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An algorithm for fitting linear models in which same of the parameters are restricted in sign is described. The algorithm is based on standard computational routines for stepwise regression and may be implemented using a suitable interactive regression package.

Keywords

AlgorithmSign (mathematics)Least-squares function approximationProjection (relational algebra)Computer scienceLinear regressionRegressionMathematics

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