Lawson and Hanson provide an algorithm for linear least squares with inequalities (LSI) (https://epubs.siam.org/doi/abs/10.1137/1.9781611971217.ch23) and the Fortran code for it (https://www.netlib.org/lawson-hanson/all). Does anyone know a C/C++ version of the same? According to their paper the convert LSI to a Least Distance Programming (LDP) problem so that all constraints become inequalities. Ideally, the C/C++ code would do this for me. If it is not too difficult to do on Ubuntu/Linux, I'd even contemplate a C/C++ wrapper around another language's (except Fortran) packages.
2026-04-02 03:36:31.1775100991
C/C++ library for linear least squares with linear inequalities
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