Posted by Dan Carlson on December 03, 1997 at 18:45:57:

I have an overdetermined linear system I need to solve that

has a physical constraint imposed upon its solution. All of

the elements of the solution vector must be greater than zero.

Being a real-world problem, there is noise in the data that

cannot be eliminated. The simple approaches I have tried

for solving the linear system always result in at least a few

negative solution vector elements. The residual error is

sufficiently small, but the solutions are still unacceptable

because they violate the physical constraint.

Is this problem best handled as a linear system problem, or

as a linear programming problem? If it is best handled as a

linear system problem, then what is the best method of

solution?

Thanks for any assistance you can offer.

Dan Carlson

dcarlson@stb.com

- Re: Constrained linear system problem
**N. Khokhlov***10:58:32 12/10/97*(0)