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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〔 : 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 :, where = and = . This problem is convex as is positive semidefinite and the non-negativity constraints form a convex feasible set.
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