LSSOL is a set of Fortran 77 subroutines for linearly constrained least-squares and convex quadratic programming. It uses a two-phase active-set method. Two main features are its exploitation of convexity and treatment of singularity. LSSOL may also be used for linear programming, and to find a feasible point with respect to a set of linear inequality constraints. LSSOL treats all matrices as dense, and is not intended for large sparse problems.

References in zbMATH (referenced in 15 articles )

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  1. Royset, J.O.; Pee, E.Y.: Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems (2012)
  2. Pee, E.Y.; Royset, J.O.: On solving large-scale finite minimax problems using exponential smoothing (2011)
  3. Gallardo, Luis A.; Meju, Max A.; Pérez-Flores, Marco A.: A quadratic programming approach for joint image reconstruction: mathematical and geophysical examples (2005)
  4. Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa Çelebi: A finite continuation algorithm for bound constrained quadratic programming (1998)
  5. Pınar, Mustafa Ç.: Newton’s method for linear inequality systems (1998)
  6. Pinar, M.Ç.: Duality in robust linear regression using Huber’s $M$-estimator (1997)
  7. Hartmann, Wolfgang M.; Hartwig, Robert E.: Computing the Moore-Penrose inverse for the covariance matrix in constrained nonlinear estimation (1996)
  8. Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa Ç.: A new finite continuation algorithm for linear programming (1996)
  9. Pinar, Mustafa Ç.: Linear programming via a quadratic penalty function (1996)
  10. Brännlund, Ulf: A descent method with relaxation type step (1994)
  11. Wiest, E.J.; Polak, E.: A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization (1992)
  12. Wiest, E.J.; Polak, E.: On the rate of convergence of two minimax algorithms (1991)
  13. Higgins, J.E.; Polak, E.: Minimizing pseudoconvex functions on convex compact sets (1990)
  14. Polak, E.; Wiest, E.J.: Variable-metric technique for the solution of affinely parametrized nondifferentiable optimal design problems (1990)
  15. Gill, Philip E.; Murray, Walter; Saunders, Michael A.; Wright, Margaret H.: A practical anti-cycling procedure for linearly constrained optimization (1989)