GAMS: Class D9b1: Least squares (L-2) solution of singular, overdetermined or underdetermined systems of linear equations with constraints

Modules

DBOCLS: Solves the general linearly constrained linear least squares problems.
DBOLS: Solves linear least squares problems with simple bounds on the variables.
LPDP: Solves least projected distance problem.
LSEI: Solves linearly constrained least squares problem with equality and inequality constraints. Covariance matrix optionally computed.
WNNLS: Solves linearly constrained non-negative least squares problem.

E04NCF: Convex QP problem or linearly-constrained linear least-squares problem (dense)
F04JMF: Equality-constrained real linear least-squares problem
F04KMF: Equality-constrained complex linear least-squares problem
F08ZAF: Solves the real linear equality-constrained least-squares (LSE) problem
F08ZBF: Solves a real general Gauss–Markov linear model (GLM) problem
F08ZNF: Solves the complex linear equality-constrained least-squares (LSE) problem
F08ZPF: Solves a complex general Gauss–Markov linear model (GLM) problem

e04ncc: Solves linear least-squares and convex quadratic programming problems (non-sparse)

DBOCLS: Solve the bounded and constrained least squares problem consisting of solving the equation E*X = F (in the least squares sense) subject to the linear constraints C*X = Y.
DBOLS: Solve the problem E*X = F (in the least squares sense) with bounds on selected X values.
DLSEI: Solve a linearly constrained least squares problem with equality and inequality constraints, and optionally compute a covariance matrix.
DWNNLS: Solve a linearly constrained least squares problem with equality constraints and nonnegativity constraints on selected variables.
LSEI: Solve a linearly constrained least squares problem with equality and inequality constraints, and optionally compute a covariance matrix.
SBOCLS: Solve the bounded and constrained least squares problem consisting of solving the equation E*X = F (in the least squares sense) subject to the linear constraints C*X = Y.
SBOLS: Solve the problem E*X = F (in the least squares sense) with bounds on selected X values.
WNNLS: Solve a linearly constrained least squares problem with equality constraints and nonnegativity constraints on selected variables.

544: L2A and L2B: Fortran subroutines for solving weighted least squares problems by modified Gram-Schmidt with iterative refinement. The types of problems solved include overdetermined and underdetermined systems of linear equations, and problems where the solution is subject to linear equality constraints. The covariance matrix of the solution vector is computed. (See R.H. Wampler, ACM TOMS 5 (1979) pp. 494-499.).
587: LSEI and WNNLS: Fortran subprograms for solving least squares problems with linear equality and/or inequality constraints. (See R.J. Hanson and K.H. Haskell, ACM TOMS 8 (1982) pp. 323-333.).