Hi
I need to find x that will minimize Ax-b=0, under the inequality
constraints Cx<d.
Actually the constraints in my problem are only upper and lower bounds
to x values.
x is 4x1 vector, A is about 100x4 (and b is of course 100x1(.
What is the appropriate algorithm?
Is there any C / C++ code available?
I succeeded solving the non-constrained problem with SVD, but some
times it give non-legal solution.
Thanks a lot in advance
Ariel