Linear Equality-Constrained Least Squares Problem

Let $A$ be an $m\times n$ matrix, $B$ an $p\times n$ matrix, $c$ an $m$ vector, and $d$ an $p$ vector, with the condition $p\leqslant n\leqslant m+p$, this application solves the linear equality-constrained least squares problem (LSE): \[ \min_{x} \| c-Ax \|_2 \quad\mbox{subject to}\quad Bx=d \]

See Input Data for the description of how to enter matrix or just click Example for a simple example.

LSE Calculator

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