Linear least squares with different types of constraints: effectiveness of methods

In this work, we study different approaches used to solve the wellknown Linear Least Squares problem, used in many ?elds of OR.
Speci?cally, we focus on this problem with two types of constraints on the variables: either they must be positive, or they must be located between bounds. Different technics exist to solve these problems. In this work, we compare these methods on different points of view, paying a particular attention to their effectiveness of determining the optimal active set, which is the set of variables reaching one of their bounds at the optimal solution.