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Linear Least Squares With 2 Inequality Constraints

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Hello,
I would like to know how can I solve the following Linear Least Squares problem:
arg min(x) (Ax - b)'(Ax - b)
s.t.
Ax >= c
Ax <= d
Is there a way to it in MATLAB?
The Constrained Linear Least Squares in MATLAB only allows one inequality.
Thank You.
  1 Comment
John D'Errico
John D'Errico on 20 Aug 2015
It simply is not true that lsqlin only allows one constraint. READ THE HELP.

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Accepted Answer

Royi Avital
Royi Avital on 20 Aug 2015
I created a solution.
It can be found here:

More Answers (1)

Torsten
Torsten on 20 Aug 2015
help lsqlin
Best wishes
Torsten.
  3 Comments
Torsten
Torsten on 20 Aug 2015
[-A ; A]*x <= [-c ; d]
So choose the matrix in lsqlin as [-A ; A] and the right-hand side vector as [-c ; d].
Best wishes
Torsten.
Royi Avital
Royi Avital on 20 Aug 2015
This is exactly what I did. But I will mark your question.
Thank You.

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