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Fast combinatorial algorithm for the solution of linearly constrained least squares problems

United States Patent

November 11, 2008
View the Complete Patent at the US Patent & Trademark Office
Sandia National Laboratories - Visit the Intellectual Property Management and Licensing Website
A fast combinatorial algorithm can significantly reduce the computational burden when solving general equality and inequality constrained least squares problems with large numbers of observation vectors. The combinatorial algorithm provides a mathematically rigorous solution and operates at great speed by reorganizing the calculations to take advantage of the combinatorial nature of the problems to be solved. The combinatorial algorithm exploits the structure that exists in large-scale problems in order to minimize the number of arithmetic operations required to obtain a solution.
Van Benthem; Mark H. (Middletown, DE), Keenan; Michael R. (Albuquerque, NM)
Sandia Corporation (Albuquerque, NM)
10/ 938,444
September 9, 2004
STATEMENT OF GOVERNMENT INTEREST This invention was made with Government support under contract no. DE-AC04-94AL85000 awarded by the U.S. Department of Energy to Sandia Corporation. The Government has certain rights in the invention.