Expand description
Constrained least-squares (CLS) active-set solver and problem formulations.
§Solver
solve and solve_cls solve min ‖Au − b‖² subject to umin ≤ u ≤ umax
using an active-set method with incremental QR updates via Givens rotations.
§Problem formulations
| Module | Formulation | A size |
|---|---|---|
setup::wls | Weighted LS with regularisation | (NV+NU) × NU |
setup::ls | Plain LS (no regularisation) | NV × NU |
Re-exports§
pub use solver::solve;pub use solver::solve_cls;pub use types::ExitCode;pub use types::Mat;pub use types::SolverStats;pub use types::VecN;
Modules§
- linalg
- Low-level linear algebra: Householder QR, back-substitution, constraint checking. Shared linear algebra utilities: constraint checking, Householder QR, and triangular back-substitution.
- setup
- Problem formulations (WLS, unreg LS).
Problem formulation: convert domain parameters into
min ‖Au − b‖²form. - solver
- Active-set constrained least-squares solver.
- types
- Core types, constants, and nalgebra type aliases. Types for the constrained least-squares solver.