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Systems Optimization Laboratory

Stanford University
Dept of Management Science and Engineering (MS&E)

Huang Engineering Center

Stanford, CA 94305-4121  USA

User guide for LSSOL: Fortran package for constrained linear least-squares and convex quadratic programming

LSSOL is a set of Fortran 77 subroutines for linearly constrained least-squares and convex quadratic programming. It uses a two-phase active-set method. Two main features are its exploitation of convexity and treatment of singularity.

LSSOL may also be used for linear programming, and to find a feasible point with respect to a set of linear inequality constraints. LSSOL treats all matrices as dense, and is not intended for large sparse problems.

P. E. Gill, S. J. Hammarling, W. Murray, M. A. Saunders, and M. H. Wright (1986), LSSOL 1.0 User's Guide.