This package implements a cone projection algorithm outlined here in pure Julia.
The algorithm is designed for efficiently solving non-negative least squares problems. In this Julia version we speed up the package considerably leveraging Q-less updatable QR factorizations to remove the need to solve the least squares problem at each iteration. We additionally develop a novel extension of the algorithm to handle the equality constrained non-negative least squares problem.
The primary methods are nnls and ecnnls which solve the non-negative least squares problem and equality constrained non-negative least squares problem respectively.