最小二乘最优问题（Least squares optimal problem）.docVIP

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最小二乘最优问题（Least squares optimal problem）.doc

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最小二乘最优问题（Least squares optimal problem）

最小二乘最优问题（Least squares optimal problem） Least squares optimal problem [reprint] -------------------------------------------------------------------------------- Http:// 21:23 Spencer on November 10, 2007 Tags: knowledge / exploration Constrained linear least square The standard form of constrained linear least squares is Sub.to Where: C, A and Aeq are matrices; D, B, BEQ, LB, UB, and X are vectors. In MATLAB5.x, constrained linear least squares are solved by the function conls. Function lsqlin Format x = lsqlin (C, D, A, b)%, under constraint conditions, the equation Cx = D the least square solution X. X = lsqlin (C, D, A, B, Aeq, BEQ)%Aeq and BEQ satisfy equality constraints, and if there is no inequality constraint, let A=[[,] b=[]. X = lsqlin (C, D, A, B, Aeq, BEQ, LB, UB)%lb and UB satisfy if there is no equality constraint, then [Aeq=[], beq=[]. X = lsqlin (C, D, A, B, Aeq, BEQ, LB, UB, x0)% x0 is the initial solution vector, if x is bounded, then lb=[], ub=[]. X = lsqlin (C, D, A, B, Aeq, BEQ, LB, UB, x0, options)% options is the specified optimization parameter [x, resnorm] = lsqlin... )% resnorm=norm (C*x-d) ^2, that is, the 2- norm. [x, resnorm, residual] = lsqlin... )%residual=C*x-d, that is, residuals. [x, resnorm, residual, exitflag] = lsqlin... )%exitflag is the condition for terminating the iteration [x, resnorm, residual, exitflag, output] = lsqlin... % output indicates output optimization information [x, resnorm, residual, exitflag, output, lambda] = lsqlin... )% lambda is the Lagrange multiplier for solving x Example 5-15 solves the following system of least squares solutions System: Cx=d Constraint:; The upper and lower bounds of the system coefficients and X are first input: C = [0.9501 0.7620, 0.6153, 0.4057;... 0.2311, 0.4564, 0.7919, 0.9354;... 0.6068, 0.0185, 0.9218, 0.9169;... 0.4859, 0.8214, 0.7382, 0.4102;... 0.8912, 0.4447, 0.1762, 0.8936]; D = [0.0578; 0.3528; 0.8131; 0.0098; 0.1388]; A n 0.2027 0.2721 0.7467 0.4659;... 0.1987, 0.1988, 0.