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la.leastSquares.constrainedLstSq
Solve an equality-constrained least squares problem.
Syntax
la.leastSquares.constrainedLstSq(A, b, C, d, _options?)
Description
Solve an equality-constrained least squares problem. minimize ||Ax - b||_2 subject to Cx = d This is useful when you have hard constraints that must be satisfied exactly, along with a least squares objective. Requirements: - C must have full row rank (p <= n) - The system Cx = d must be consistent
Parameters
| Name | Description |
|---|---|
| A | - Objective matrix (m × n) |
| b | - Objective vector (m) |
| C | - Constraint matrix (p × n) |
| d | - Constraint vector (p) |
| _options(optional) | ConstrainedLstSqOptions |
Returns
ConstrainedLstSqResult