%0 Journal Article %J BIT Numerical Mathematics %D 1997 %T On the weighting method for least squares problems with linear equality constraints %A Stewart, G.W. %X The weighting method for solving a least squares problem with linear equality constraints multiplies the constraints by a large number and appends them to the top of the least squares problem, which is then solved by standard techniques. In this paper we give a new analysis of the method, based on the QR decomposition, that exhibits many features of the algorithm. In particular it suggests a natural criterion for chosing the weighting factor. %B BIT Numerical Mathematics %V 37 %P 961 - 967 %8 1997/// %G eng %N 4 %R 10.1007/BF02510363