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JuliaSmoothOptimizers / RipQP.jl

MIT License
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Deal with constrained least squares #26

Closed geoffroyleconte closed 2 years ago

geoffroyleconte commented 3 years ago

It should be possible and interesting to be able to solve:

min ||r||²/2 s.t. Ax + r = b.

This problem can be formulated as a QP.

dpo commented 3 years ago

33 implements the API.

One algorithmic improvement that you could make for LLS problems is that there is no need to regularize Ax + r = b; it is already regularized.

geoffroyleconte commented 2 years ago

fixed with https://github.com/JuliaSmoothOptimizers/RipQP.jl/pull/122