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Hello, I want to minimize

Ax -y

using least squares given

Bx >0

for all components of x

Is there a fast way of doing this?

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The answer is "yes". See Wikipedia, or a numerical methods text. If you want more detailed information (and that information is at an appropriate level), please write a more detailed question. – S. Carnahan Feb 23 2011 at 16:50

closed as too localized by Willie Wong, Bill Johnson, Andres Caicedo, S. Carnahan Feb 23 2011 at 16:48

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