%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