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Non-negative least squares
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Non-negative least squares : ウィキペディア英語版
Non-negative least squares

In mathematical optimization, the problem of non-negative least squares (NNLS) is a constrained version of the least squares problem where the coefficients are not allowed to become negative. That is, given a matrix and a (column) vector of response variables , the goal is to find〔
:\operatorname
*_\mathbf \|\mathbf - \mathbf\|_2 subject to .
Here, means that each component of the vector should be non-negative and denotes the Euclidean norm.
Non-negative least squares problems turn up as subproblems in matrix decomposition, e.g. in algorithms for PARAFAC〔 and non-negative matrix/tensor factorization. The latter can be considered a generalization of NNLS.〔
Another generalization of NNLS is bounded-variable least squares (BLVS), with simultaneous upper and lower bounds .
==Quadratic programming version==
The NNLS problem is equivalent to a quadratic programming problem
:\operatorname
*_\mathbf \frac \mathbf^\mathsf \mathbf\mathbf + \mathbf^\mathsf \mathbf,
where = and = . This problem is convex as is positive semidefinite and the non-negativity constraints form a convex feasible set.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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