MATLAB: Linear Least Squares With 2 Inequality Constraints

least squaresMATLABoptimizationOptimization Toolboxquadratic programming

Hello,
I would like to know how can I solve the following Linear Least Squares problem:
arg min(x) (Ax – b)'(Ax – b)
s.t.
Ax >= c
Ax <= d
Is there a way to it in MATLAB?
The Constrained Linear Least Squares in MATLAB only allows one inequality.
Thank You.

Best Answer

I created a solution.
It can be found here: