Computation of Lagrange multipliers for linear least squares problems with equality constraints

Authors:
A. Laratta;F. Zironi
Affiliations:
Univ. di Modena e Reggio Emilia, Modena, Italy;Univ. di Modena e Reggio Emilia, Modena, Italy
Venue:
Computing
Year:
2001

Citing 4
Cited 1

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Abstract

The computation of Lagrange multipliers in linear least squares problems with equality constraints is studied. A perturbation analysis is performed to examine the conditioning of the problems; the behaviour of two algorithms on a class of test problems is shown on some graphs.