Lawson and Hanson provide an algorithm for linear least squares with inequalities (LSI) (https://epubs.siam.org/doi/abs/10.1137/1.9781611971217.ch23) and the Fortran code for it (https://www.netlib.org/lawson-hanson/all). Does anyone know a C/C++ version of the same? According to their paper the convert LSI to a Least Distance Programming (LDP) problem so that all constraints become inequalities. Ideally, the C/C++ code would do this for me. If it is not too difficult to do on Ubuntu/Linux, I'd even contemplate a C/C++ wrapper around another language's (except Fortran) packages.
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https://www.ibm.com/docs/en/xcafbg/9.0.0?topic=SS3KZ4_9.0.0/com.ibm.xlcpp9.bg.doc/proguide/tucsampl.html shows how to call Fortran from C++ – Claude Leibovici Jun 19 '23 at 13:48
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thank you... so far though I am still struggling to get the Fortran to compile... Then I will get to your suggestion. – cookie Jun 19 '23 at 16:30