adamsardar / RcppORtools

Rcpp integration for google's ORtools
Mozilla Public License 2.0
0 stars 0 forks source link

Add a Bounded NNLS #12

Open adamsardar opened 5 years ago

adamsardar commented 5 years ago

I've always been interested in the non-negative least squares algorithm. Alongside some constraints, this seems a perfect application of MILP.

https://en.m.wikipedia.org/wiki/Non-negative_least_squares

In truth, this is probably best spun out in to a new package as it's a little tangential to this projects.