I want to solve X in a linear system A*X=B with a constraint that all elements in X are non-negative. It is a Non-negative Least Squares (NNLS) problem. Do you know which function in the MKL library for this problem? I tried to use trnlspbc_solve(), the Nonlinear Least Squares Problem with Linear Constraints, but it doesn't work well. Any ideas?
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