This code is developed based on Uriel Roque's active set algorithm for the linear least squares problem with nonnegative variables in:
Portugal, L.; Judice, J.; and Vicente, L. 1994. A comparison of block pivoting and interior-point algorithms for linear least squares problems with nonnegative variables. Mathematics of Computation 63(208):625-643.Ran He, Wei-Shi Zheng and Baogang Hu, "Maximum Correntropy Criterion for Robust Face Recognition," IEEE TPAMI, in press, 2011.