Constrained least squares

<h2 id="see-also">See also</h2>
<ul><li><a href="/facts/Bayesian_linear_regression/7Dj2c1PQ">Bayesian linear regression</a></li>
<li><a href="/facts/Constrained_optimization/tJuCmQ4b">Constrained optimization</a></li>
<li><a href="/facts/Integer_programming/MDaaadoA">Integer programming</a></li></ul>

<h2 id="references">References</h2>

<ol>
<li id="fn:1"><p>Amemiya, Takeshi (1985). "Model 1 with Linear Constraints". Advanced Econometrics. Oxford: Basil Blackwell. pp. 20–26. ISBN 0-631-15583-X. <a href="0-631-15583-X" target="_blank">0-631-15583-X</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li>
<li id="fn:2"><p>Boyd, Stephen; Vandenberghe, Lieven (2018). Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares. Cambridge University Press. ISBN 978-1-316-51896-0. <a href="978-1-316-51896-0" target="_blank">978-1-316-51896-0</a> <a href="#fnref:2" class="footnote-back-ref">↩</a></p></li>
<li id="fn:3"><p>Fomby, Thomas B.; Hill, R. Carter; Johnson, Stanley R. (1988). "Use of Prior Information". Advanced Econometric Methods (Corrected softcover ed.). New York: Springer-Verlag. pp. 80–121. ISBN 0-387-96868-7. <a href="0-387-96868-7" target="_blank">0-387-96868-7</a> <a href="#fnref:3" class="footnote-back-ref">↩</a></p></li>
<li id="fn:4"><p>Bjork, Ake (1996). "Separable and Constrained Problems". Numerical Methods for Least Squares Problems. Philadelphia: SIAM. p. 351. ISBN 0898713609. <a href="0898713609" target="_blank">0898713609</a> <a href="#fnref:4" class="footnote-back-ref">↩</a></p></li>
</ol>

Constrained least squares open-in-new

Constrained least squares