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April 21, 2024 16:54
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Non-negative least squares in Python
Great.
I suggest taking a look at the two algorithms for constrained least squares NNLSE and LSEI. implemented by RICHARD J. HANSON and KAREN H. HASKELL. The original lFORTRAN codes and comments are at https://dl.acm.org/doi/pdf/10.1145/356004.356010
As far as I know, there is no implementation in Python. It would be fantastic if you could implement it.
Many thanks, Ricardo
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The SCA algorithm looks promising too. It's extremely simple to implement (except I didn't work out the stopping conditions yet).