An initial feasibility stage for Stoer's constrained least squares algorithm

Abstract

A procedure is described for computing an initial feasible vector, x sub 0, for Stoer's algorithm for solving the linear least squares problem subject to linear equality and inequality constraints. The procedure described fits well with Stoer's algorithm since much of the computation performed to determine x sub 0 accomplishes initializing transformations of the problem data, which would otherwise be done in Stoer's algorithm after being given an x sub 0.